UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 9/30/2004
Check here is Amendment [ ]; Amendment Number:
-------------------------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings
entries.
Institutional Investment Manager Filing this Report:
Name: M&T Bank Corporation
Address: One M&T Plaza
Buffalo, NY 14240
Form 13-F File Number: 028-00267
This institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral part of this form.
Person Signing this Report on Behalf of Reporting Manager
Name: Mark Czarnecki
Title: Executive Vice President
Phone: (716) 842-5291
Signature, Place & Date of Signing:
Mark Czarnecki, Executive Vice-President Buffalo, New York 11/8/2004
---------------------------------------- ----------------- ---------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
managers are reported in this report).
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting managers are reported in this report and a portion are reported
by other reporting managers(s).)
SEC USE
-------------------------------------
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE ---------------------------------------
------------------------------------- --------------- --------- ---------- SHARES OR SHARES OR
(X $1,000) PRINCIAL AMOUNT PRINCIPAL PUT OR CALL
---------- --------------- --------- -----------
A. COMMON STOCK
DOMESTIC COMMON STOCKS
BOSTON BEER INCORPORATED CLASS A COMMON STOCK 100557107 1 50 SHARES
BOSTON BEER INCORPORATED CLASS A COMMON STOCK 100557107 3 100 SHARES
BOSTON PRIVATE BANCORP INC COM COMMON STOCK 101119105 67 2700 SHARES
BOSTON PRIVATE FINANCIAL HOLDINGS COMMON STOCK 101119105 557 22300 SHARES
BOSTON PROPERTIES INC (REIT) COMMON STOCK 101121101 707 12758 SHARES
BOSTON PROPERTIES INC (REIT) COMMON STOCK 101121101 379 6838 SHARES
BOSTON PROPERTIES INCORPORATED COMMON STOCK 101121101 233 4200 SHARES
BOSTON SCIENTIFIC COMMON STOCK 101137107 942 23700 SHARES
BOSTON SCIENTIFIC CORP COM COMMON STOCK 101137107 945 23776 SHARES
BOSTON SCIENTIFIC CORP COM COMMON STOCK 101137107 2116 53242 SHARES
BOSTON SCIENTIFIC CORP COM COMMON STOCK 101137107 167 4200 SHARES
BOSTON SCIENTIFIC CORPORATION COMMON STOCK 101137107 2841 46500 SHARES
BOWATER INC COM COMMON STOCK 102183100 65 1700 SHARES
BOWATER INC COM COMMON STOCK 102183100 722 18900 SHARES
BOYKIN LODGING CO. COMMON STOCK 103430104 463 55000 SHARES
BRANDYWINE REALTY TRUST (REIT) COMMON STOCK 105368203 66 2300 SHARES
BRANDYWINE REALTY TRUST (REIT) COMMON STOCK 105368203 28 1000 SHARES
BRIGGS & STRATTON CORP COMMON STOCK 109043109 171 2100 SHARES
BRIGGS & STRATTON CORP COMMON STOCK 109043109 189 2325 SHARES
BRIGHT HORIZONS FAMILY SOLUTIONS INC COMMON STOCK 109195107 54 1000 SHARES
BRIGHTPOINT, INC. COMMON STOCK 109473405 483 28100 SHARES
BRINKER INTERNATIONAL, INC. COMMON STOCK 109641100 1065 34200 SHARES
BRINKER INTL INC COM COMMON STOCK 109641100 1586 50925 SHARES
BRINKER INTL INC COM COMMON STOCK 109641100 986 31647 SHARES
BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 9444 398975 SHARES
BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 17 700 SHARES
BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 10073 425580 SHARES
BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 713 30120 SHARES
BRISTOL MYERS SQUIBB COMPANY COMMON STOCK 110122108 1368 57806 SHARES
BROADCOM CORP CL A COMMON STOCK 111320107 5 200 SHARES
BROADVISION, INC. COMMON STOCK 111412607 134 45900 SHARES
BROCADE COMMUNICATIONS SYS INC COM COMMON STOCK 111621108 4 650 SHARES
BROOKFIELD HOMES CORPORATION COMMON STOCK 112723101 54 2033 SHARES
BROOKFIELD HOMES CORPORATION COMMON STOCK 112723101 57 2167 SHARES
BROOKS AUTOMATION, INC. COMMON STOCK 114340102 1119 79100 SHARES
BRYN MAWR BANK CORPORATION COMMON STOCK 117665109 229 11392 SHARES
BUCKEYE PARTNERS LP UNIT LTD PARTNER COMMON STOCK 118230101 40 900 SHARES
BURLINGTON RES INC COMMON STOCK 122014103 5828 142833 SHARES
BURLINGTON RES INC COMMON STOCK 122014103 1757 43070 SHARES
C-COR INC COMMON STOCK 125010108 51 6000 SHARES
C-COR INC COMMON STOCK 125010108 718 85000 SHARES
CDI CORPORATION COMMON STOCK 125071100 119 5800 SHARES
CIGNA CORP COMMON STOCK 125509109 346 4970 SHARES
CIGNA CORP COMMON STOCK 125509109 260 3734 SHARES
CIT GROUP INC COMMON STOCK 125581108 4854 129811 SHARES
CIT GROUP INC COMMON STOCK 125581108 10696 286085 SHARES
CIT GROUP INC COMMON STOCK 125581108 171 4580 SHARES
CMGI INC COM COMMON STOCK 125750109 1 440 SHARES
CMS ENERGY CORP COM COMMON STOCK 125896100 13 1400 SHARES
CPAC INC COMMON STOCK 126145101 1 178 SHARES
CSG SYSTEMS INTERNATIONAL, INC. COMMON STOCK 126349109 317 20600 SHARES
CSX CORP COMMON STOCK 126408103 1328 39995 SHARES
CSX CORP COMMON STOCK 126408103 2055 61885 SHARES
CSX CORP COMMON STOCK 126408103 1086 32721 SHARES
CUNO INC COMMON STOCK 126583103 121 2100 SHARES
CUNO INC COMMON STOCK 126583103 155 2677 SHARES
CVS CORP COM COMMON STOCK 126650100 369 8750 SHARES
CVS CORP COM COMMON STOCK 126650100 293 6955 SHARES
CACHE, INC. COMMON STOCK 127150308 42 2800 SHARES
CADENCE DESIGN SYS INC COMMON STOCK 127387108 94 7200 SHARES
CADENCE DESIGN SYS INC COMMON STOCK 127387108 40 3100 SHARES
CAL DIVE INTERNATIONAL INC COMMON STOCK 127914109 78 2200 SHARES
CAL DIVE INTERNATIONAL INC COMMON STOCK 127914109 85 2400 SHARES
CALLAWAY GOLF CO COM COMMON STOCK 131193104 0 23 SHARES
COLUMN 1 COLUMN 6 COLUMN 8
NAME OF ISSUER INVESTMENT AUTHORITY COLUMN 7 VOTING AUTHORITY
------------------------------------- ---------------------- OTHER --------------------------
SHARED- SHARED- MANAGERS SOLE SHARED OTHER
SOLE DEFINED OTHER -------- --------- ------ -------
---- ------- -------
A. COMMON STOCK
DOMESTIC COMMON STOCKS
BOSTON BEER INCORPORATED CLASS A X 1 50 0 0
BOSTON BEER INCORPORATED CLASS A X 1 100 0 0
BOSTON PRIVATE BANCORP INC COM X 1 2700 0 0
BOSTON PRIVATE FINANCIAL HOLDINGS X 3 22300 0 0
BOSTON PROPERTIES INC (REIT) X 1 12758 0 0
BOSTON PROPERTIES INC (REIT) X 1 6838 0 0
BOSTON PROPERTIES INCORPORATED X 2 4200 0 0
BOSTON SCIENTIFIC X 3 23700 0 0
BOSTON SCIENTIFIC CORP COM X 1 23556 0 220
BOSTON SCIENTIFIC CORP COM X 3 41580 0 11662
BOSTON SCIENTIFIC CORP COM X 1 4200 0 0
BOSTON SCIENTIFIC CORPORATION X 2 46500 0 0
BOWATER INC COM X 1 1700 0 0
BOWATER INC COM X 3 18900 0 0
BOYKIN LODGING CO. X 3 55000 0 0
BRANDYWINE REALTY TRUST (REIT) X 1 2300 0 0
BRANDYWINE REALTY TRUST (REIT) X 1 1000 0 0
BRIGGS & STRATTON CORP X 1 2100 0 0
BRIGGS & STRATTON CORP X 3 2325 0 0
BRIGHT HORIZONS FAMILY SOLUTIONS INC X 1 0 0 1000
BRIGHTPOINT, INC. X 3 28100 0 0
BRINKER INTERNATIONAL, INC. X 3 34200 0 0
BRINKER INTL INC COM X 1 47725 0 3200
BRINKER INTL INC COM X 1 31647 0 0
BRISTOL MYERS SQUIBB CO X 1 396275 0 2700
BRISTOL MYERS SQUIBB CO X 3 0 0 700
BRISTOL MYERS SQUIBB CO X 1 369065 0 56515
BRISTOL MYERS SQUIBB CO X 3 26000 0 4120
BRISTOL MYERS SQUIBB COMPANY X 2 57806 0 0
BROADCOM CORP CL A X 1 200 0 0
BROADVISION, INC. X 3 45900 0 0
BROCADE COMMUNICATIONS SYS INC COM X 1 650 0 0
BROOKFIELD HOMES CORPORATION X 1 2033 0 0
BROOKFIELD HOMES CORPORATION X 3 2167 0 0
BROOKS AUTOMATION, INC. X 3 79100 0 0
BRYN MAWR BANK CORPORATION X 1 11392 0 0
BUCKEYE PARTNERS LP UNIT LTD PARTNER X 1 900 0 0
BURLINGTON RES INC X 1 141583 0 1250
BURLINGTON RES INC X 1 38720 0 4350
C-COR INC X 1 6000 0 0
C-COR INC X 1 85000 0 0
CDI CORPORATION X 1 5800 0 0
CIGNA CORP X 1 4970 0 0
CIGNA CORP X 1 3734 0 0
CIT GROUP INC X 1 127506 0 2305
CIT GROUP INC X 3 286085 0 0
CIT GROUP INC X 1 2700 0 1880
CMGI INC COM X 1 440 0 0
CMS ENERGY CORP COM X 1 1400 0 0
CPAC INC X 1 178 0 0
CSG SYSTEMS INTERNATIONAL, INC. X 3 20600 0 0
CSX CORP X 3 39995 0 0
CSX CORP X 1 61885 0 0
CSX CORP X 1 28021 0 4700
CUNO INC X 1 2100 0 0
CUNO INC X 1 2677 0 0
CVS CORP COM X 1 8750 0 0
CVS CORP COM X 1 6955 0 0
CACHE, INC. X 3 2800 0 0
CADENCE DESIGN SYS INC X 1 7200 0 0
CADENCE DESIGN SYS INC X 1 3100 0 0
CAL DIVE INTERNATIONAL INC X 1 2200 0 0
CAL DIVE INTERNATIONAL INC X 3 2400 0 0
CALLAWAY GOLF CO COM X 1 23 0 0
7 of 49
CALPINE CORP COM COMMON STOCK 131347106 1 300 SHARES
CALPINE CORP COM COMMON STOCK 131347106 10 3550 SHARES
CALYPTE BIOMEDICAL CORP COMMON STOCK 131722605 65 167500 SHARES
CALYPTE BIOMEDICAL CORP COMMON STOCK 131722605 68 174800 SHARES
CALYPTE BIOMEDICAL CORP COMMON STOCK 131722605 4 10000 SHARES
CAMDEN PROPERTY TRUST (REIT) COMMON STOCK 133131102 46 1000 SHARES
CAMPBELL SOUP CO COM COMMON STOCK 134429109 74 2816 SHARES
CAMPBELL SOUP CO COM COMMON STOCK 134429109 21 800 SHARES
CAMPBELL SOUP CO COM COMMON STOCK 134429109 397 15100 SHARES
CAPITAL AUTOMOTIVE REIT COMMON STOCK 139733109 1928 61657 SHARES
CARBO CERAMICS INC COMMON COMMON STOCK 140781105 94 1300 SHARES
CARBO CERAMICS INC COMMON COMMON STOCK 140781105 115 1600 SHARES
CAREMARK RX INC COMMON STOCK 141705103 11164 348110 SHARES
CAREMARK RX INC COMMON STOCK 141705103 8832 275411 SHARES
CAREMARK RX INC COMMON STOCK 141705103 1114 34736 SHARES
CARLISLE COMPANIES INC COMMON STOCK 142339100 58 900 SHARES
CARLISLE COMPANIES INC COMMON STOCK 142339100 1474 23058 SHARES
CARMAX INC COMMON STOCK 143130102 5212 241856 SHARES
CARMAX INC COMMON STOCK 143130102 8178 379504 SHARES
CARMAX INC COMMON STOCK 143130102 464 21536 SHARES
CARNIVAL CORP COMMON STOCK 143658300 3759 79481 SHARES
CARNIVAL CORPORATION COMMON STOCK 143658300 5381 113787 SHARES
CARNIVAL CORPORATION COMMON STOCK 143658300 386 8161 SHARES
CARNIVAL CORPORATION COMMON STOCK 143658300 767 16223 SHARES
CARPENTER TECHNOLOGY CORP COM COMMON STOCK 144285103 154 3222 SHARES
CARPENTER TECHNOLOGY CORP COM COMMON STOCK 144285103 266 5564 SHARES
CASCADE BANCORP COMMON STOCK 147154108 326 16800 SHARES
CATERPILLAR INC COMMON STOCK 149123101 1223 15207 SHARES
CATERPILLAR INC COMMON STOCK 149123101 426 5300 SHARES
CATERPILLAR INC COMMON STOCK 149123101 338 4196 SHARES
CATO CORP., CLASS A COMMON STOCK 149205106 639 28700 SHARES
CAVCO INDUSTRIES, INC. COMMON STOCK 149568107 2 42 SHARES
CAVCO INDUSTRIES, INC. COMMON STOCK 149568107 2 41 SHARES
CEDAR FAIR LTD PTR COMMON STOCK 150185106 21 700 SHARES
CELL GENESYS, INC. COMMON STOCK 150921104 946 105429 SHARES
CELGENE CORP COM COMMON STOCK 151020104 35 600 SHARES
CENDANT CORP COMMON STOCK 151313103 11855 548851 SHARES
CENDANT CORP COMMON STOCK 151313103 9414 435838 SHARES
CENDANT CORP COMMON STOCK 151313103 918 42495 SHARES
CENTEX CORP COMMON STOCK 152312104 1140 22595 SHARES
CENTEX CORP COMMON STOCK 152312104 809 16030 SHARES
CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 58 2100 SHARES
CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 64 2300 SHARES
CENTURY BUSINESS SERVICES INC COMMON STOCK 156490104 4 1000 SHARES
CENTURYTEL INC COM COMMON STOCK 156700106 68 2000 SHARES
CERES GROUP, INC. COMMON STOCK 156772105 470 86300 SHARES
CERIDIAN CORP COMMON STOCK 156779100 127 6900 SHARES
CERIDIAN CORP COMMON STOCK 156779100 6 300 SHARES
CERNER CORP COMMON STOCK 156782104 3620 83688 SHARES
CERNER CORP COMMON STOCK 156782104 5839 134979 SHARES
CERNER CORP COMMON STOCK 156782104 142 3280 SHARES
CERTEGY INC COM COMMON STOCK 156880106 19 500 SHARES
CHARLES RIVER LABS INTL INC COM COMMON STOCK 159864107 21 450 SHARES
CHARTERMAC COMMON STOCK 160908109 213 9674 SHARES
CHECKPOINT SYSTEMS, INC. COMMON STOCK 162825103 556 35700 SHARES
CHESAPEAKE ENERGY CORP COM COMMON STOCK 165167107 165 10400 SHARES
CHESAPEAKE UTILITIES CORPORATION COMMON STOCK 165303108 19 750 SHARES
CHEVRONTEXACO CORP COMMON STOCK 166764100 25491 475221 SHARES
CHEVRONTEXACO CORP COMMON STOCK 166764100 10340 192756 SHARES
CHEVRONTEXACO CORP COMMON STOCK 166764100 16939 315796 SHARES
CHEVRONTEXACO CORP COMMON STOCK 166764100 696 12970 SHARES
CHEVRONTEXACO CORPORATION COMMON STOCK 166764100 583 10860 SHARES
CHICAGO MECANTILE HLDGS INC CL A COMMON STOCK 167760107 81 500 SHARES
CHICAGO MERCANTILE EXCHANGE HOLDINGS,
INC. COMMON STOCK 167760107 774 4800 SHARES
CHICOS FAS INC COMMON STOCK 168615102 14 400 SHARES
CHOICEPOINT INC COM COMMON STOCK 170388102 23 533 SHARES
CHOICEPOINT INC COM COMMON STOCK 170388102 17 400 SHARES
CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 48 3000 SHARES
CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 2 100 SHARES
CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 604 37750 SHARES
CHUBB CORP COMMON STOCK 171232101 812 11549 SHARES
CHUBB CORP COMMON STOCK 171232101 674 9596 SHARES
CHUBB CORP. COMMON STOCK 171232101 1399 19900 SHARES
CIENA CORP COMMON STOCK 171779101 10 5118 SHARES
CIENA CORP COMMON STOCK 171779101 4 2100 SHARES
CALPINE CORP COM X 1 300 0 0
CALPINE CORP COM X 1 3550 0 0
CALYPTE BIOMEDICAL CORP X 1 167500 0 0
CALYPTE BIOMEDICAL CORP X 3 174800 0 0
CALYPTE BIOMEDICAL CORP X 1 10000 0 0
CAMDEN PROPERTY TRUST (REIT) X 1 1000 0 0
CAMPBELL SOUP CO COM X 1 2816 0 0
CAMPBELL SOUP CO COM X 3 800 0 0
CAMPBELL SOUP CO COM X 1 15100 0 0
CAPITAL AUTOMOTIVE REIT X 2 61657 0 0
CARBO CERAMICS INC COMMON X 1 1300 0 0
CARBO CERAMICS INC COMMON X 3 1600 0 0
CAREMARK RX INC X 3 348110 0 0
CAREMARK RX INC X 1 272223 0 3188
CAREMARK RX INC X 1 33486 0 1250
CARLISLE COMPANIES INC X 1 500 0 400
CARLISLE COMPANIES INC X 1 22400 0 658
CARMAX INC X 1 236906 0 4950
CARMAX INC X 3 379504 0 0
CARMAX INC X 1 17741 0 3795
CARNIVAL CORP X 3 79481 0 0
CARNIVAL CORPORATION X 1 113119 0 668
CARNIVAL CORPORATION X 3 8161 0 0
CARNIVAL CORPORATION X 1 14873 0 1350
CARPENTER TECHNOLOGY CORP COM X 1 3222 0 0
CARPENTER TECHNOLOGY CORP COM X 1 3964 0 1600
CASCADE BANCORP X 3 16800 0 0
CATERPILLAR INC X 1 15207 0 0
CATERPILLAR INC X 3 5300 0 0
CATERPILLAR INC X 1 3146 0 1050
CATO CORP., CLASS A X 3 28700 0 0
CAVCO INDUSTRIES, INC. X 1 42 0 0
CAVCO INDUSTRIES, INC. X 1 41 0 0
CEDAR FAIR LTD PTR X 1 700 0 0
CELL GENESYS, INC. X 3 105429 0 0
CELGENE CORP COM X 1 400 0 200
CENDANT CORP X 3 544621 0 4230
CENDANT CORP X 1 428904 0 6934
CENDANT CORP X 1 38470 0 4025
CENTEX CORP X 1 22595 0 0
CENTEX CORP X 1 16030 0 0
CENTURY ALUMINUM COMPANY X 1 2100 0 0
CENTURY ALUMINUM COMPANY X 3 2300 0 0
CENTURY BUSINESS SERVICES INC X 1 1000 0 0
CENTURYTEL INC COM X 1 2000 0 0
CERES GROUP, INC. X 3 86300 0 0
CERIDIAN CORP X 1 0 0 6900
CERIDIAN CORP X 1 300 0 0
CERNER CORP X 1 82463 0 1225
CERNER CORP X 3 134979 0 0
CERNER CORP X 1 2480 0 800
CERTEGY INC COM X 1 500 0 0
CHARLES RIVER LABS INTL INC COM X 1 0 0 450
CHARTERMAC X 1 9674 0 0
CHECKPOINT SYSTEMS, INC. X 3 35700 0 0
CHESAPEAKE ENERGY CORP COM X 1 0 0 10400
CHESAPEAKE UTILITIES CORPORATION X 1 750 0 0
CHEVRONTEXACO CORP X 1 471691 0 3530
CHEVRONTEXACO CORP X 3 191062 0 1694
CHEVRONTEXACO CORP X 1 252262 0 63534
CHEVRONTEXACO CORP X 3 12970 0 0
CHEVRONTEXACO CORPORATION X 2 10860 0 0
CHICAGO MECANTILE HLDGS INC CL A X 1 500 0 0
CHICAGO MERCANTILE EXCHANGE HOLDINGS,
INC. X 3 4800 0 0
CHICOS FAS INC X 1 400 0 0
CHOICEPOINT INC COM X 1 533 0 0
CHOICEPOINT INC COM X 1 400 0 0
CHRISTOPHER & BANKS CORP X 1 3000 0 0
CHRISTOPHER & BANKS CORP X 1 100 0 0
CHRISTOPHER & BANKS CORP X 3 37750 0 0
CHUBB CORP X 1 11549 0 0
CHUBB CORP X 1 9596 0 0
CHUBB CORP. X 3 19900 0 0
CIENA CORP X 1 5118 0 0
CIENA CORP X 1 2100 0 0
8 of 49
CINCINNATI BELL INC COMMON STOCK 171871106 2 500 SHARES
CINCINNATI FINL CORP COM COMMON STOCK 172062101 12 300 SHARES
CINERGY CORP COMMON STOCK 172474108 206 5191 SHARES
CINERGY CORP COMMON STOCK 172474108 53 1342 SHARES
CIRCUIT STORES COM COMMON STOCK 172737108 71 4600 SHARES
CIRCUIT STORES COM COMMON STOCK 172737108 89 5800 SHARES
CIRRUS LOGIC INC COMMON STOCK 172755100 10 2000 SHARES
CINTAS CORP COM COMMON STOCK 172908105 38 900 SHARES
CITIGROUP INC COMMON STOCK 172967101 23905 541815 SHARES
CITIGROUP INC COMMON STOCK 172967101 27042 612920 SHARES
CITIGROUP INC COMMON STOCK 172967101 10205 231294 SHARES
CITIGROUP INC COMMON STOCK 172967101 414 9375 SHARES
CITRIX SYSTEMS INC COM COMMON STOCK 177376100 132 7550 SHARES
CITRIX SYSTEMS INC COM COMMON STOCK 177376100 5 300 SHARES
CLAIRES STORES INCORPORATED COMMON STOCK 179584107 5 200 SHARES
CLAIRES STORES INCORPORATED COMMON STOCK 179584107 3 100 SHARES
CLEAR CHANNEL COMMUNICATIONS INC COMMON STOCK 184502102 4479 143695 SHARES
CLEAR CHANNEL COMMUNICATIONS INC COMMON STOCK 184502102 5549 178019 SHARES
CLEAR CHANNEL COMMUNICATIONS INC COMMON STOCK 184502102 234 7520 SHARES
CLEAR CHANNEL COMMUNICATIONS INC COMMON STOCK 184502102 1206 38703 SHARES
CLEVELAND CLIFFS INC COM COMMON STOCK 185896107 40 500 SHARES
CLEVELAND CLIFFS INC COM COMMON STOCK 185896107 44 550 SHARES
CLOROX CO COM COMMON STOCK 189054109 446 8375 SHARES
CLOROX CO COM COMMON STOCK 189054109 213 3990 SHARES
COACH INC COMMON STOCK 189754104 793 18696 SHARES
COACH INC COMMON STOCK 189754104 177 4177 SHARES
COACH, INC. COMMON STOCK 189754104 1676 39500 SHARES
COCA COLA CO COMMON STOCK 191216100 9991 249465 SHARES
COCA COLA CO COMMON STOCK 191216100 6610 165031 SHARES
COCA COLA CO COMMON STOCK 191216100 6709 167528 SHARES
COCA COLA CO COMMON STOCK 191216100 252 6304 SHARES
CODORUS VALLEY BANCORP INC COMMON STOCK 192025104 910 48845 SHARES
CODORUS VALLEY BANCORP INC COMMON STOCK 192025104 132 7098 SHARES
COEUR D'ALENE MINES CORP COMMON STOCK 192108108 5 1000 SHARES
COGNEX CORP. COMMON STOCK 192422103 317 12100 SHARES
COLE KENNETH PRODUCTIONS INC CL A COMMON STOCK 193294105 110 3900 SHARES
KENNETH COLE PRODUCTIONS, INC.,
CLASS A COMMON STOCK 193294105 566 20100 SHARES
COLGATE PALMOLIVE CO COM COMMON STOCK 194162103 7581 167793 SHARES
COLGATE PALMOLIVE CO COM COMMON STOCK 194162103 5798 128321 SHARES
COLGATE PALMOLIVE CO COM COMMON STOCK 194162103 3030 67061 SHARES
COLGATE PALMOLIVE CO COM COMMON STOCK 194162103 117 2600 SHARES
COLGATE PALMOLIVE COMPANY COMMON STOCK 194162103 4034 89282 SHARES
COLONIAL BANCGROUP INC COMMON STOCK 195493309 20 1000 SHARES
COLONIAL BANCGROUP, INC. COMMON STOCK 195493309 1072 52400 SHARES
COLUMBIA BANCORP COMMON STOCK 197227101 274 9392 SHARES
COLUMBIA BANCORP COMMON STOCK 197227101 105 3600 SHARES
COLUMBIA LABORATORIES, INC. COMMON STOCK 197779101 40 13200 SHARES
COMFORT SYSTEMS USA INCORPORATED COMMON STOCK 199908104 127 19200 SHARES
COMERICA INC COMMON STOCK 200340107 119 2000 SHARES
COMERICA, INC. COMMON STOCK 200340107 760 12800 SHARES
COMMERCE BANCORP INC N J COMMON STOCK 200519106 46 842 SHARES
COMMERCE BANCORP INC N J COMMON STOCK 200519106 17 300 SHARES
COMMERCE GROUP, INC. COMMON STOCK 200641108 1084 22400 SHARES
COMMERCIAL FEDERAL CORP. COMMON STOCK 201647104 772 28600 SHARES
COMMERCIAL NET LEASE REALTY (REIT) COMMON STOCK 202218103 13 700 SHARES
COMMONWEALTH TEL ENTERPRISES INC COM COMMON STOCK 203349105 67 1527 SHARES
COMMUNITY BK SYS INC COM COMMON STOCK 203607106 647 25762 SHARES
COMMUNITY BANKS INC COM COMMON STOCK 203628102 817 28175 SHARES
COMMUNITY BANKS INC COM COMMON STOCK 203628102 1599 55142 SHARES
COMMUNITY HEALTH SYSTEMS, INC. COMMON STOCK 203668108 1179 44200 SHARES
COMMUNITY HLTH SYS INC NEW COM COMMON STOCK 203668108 141 5300 SHARES
COMPUTER ASSOC INTL INC COMMON STOCK 204912109 44 1657 SHARES
COMPUTER ASSOC INTL INC COMMON STOCK 204912109 55 2107 SHARES
COMPUTER PROGRAMS & SYSTEMS INC COMMON STOCK 205306103 160 8000 SHARES
COMPUTER SCIENCES CORP COM COMMON STOCK 205363104 166 3516 SHARES
COMPUTER SCIENCES CORP COM COMMON STOCK 205363104 29 625 SHARES
COMPUTER SCIENCES CORP. COMMON STOCK 205363104 292 6200 SHARES
COMPUTER TASK GROUP COM COMMON STOCK 205477102 183 58750 SHARES
COMPUWARE CORP COMMON STOCK 205638109 2 450 SHARES
COMVERSE TECHNOLOGY INC COM COMMON STOCK 205862402 54 2850 SHARES
COMVERSE TECHNOLOGY INC COM COMMON STOCK 205862402 64 3400 SHARES
CONAGRA FOODS INC COMMON STOCK 205887102 126 4894 SHARES
CONAGRA FOODS INC COMMON STOCK 205887102 165 6432 SHARES
CONEXANT SYS INC COM COMMON STOCK 207142100 3 2020 SHARES
CONEXANT SYS INC COM COMMON STOCK 207142100 1 600 SHARES
CINCINNATI BELL INC X 1 500 0 0
CINCINNATI FINL CORP COM X 1 300 0 0
CINERGY CORP X 1 5191 0 0
CINERGY CORP X 1 1342 0 0
CIRCUIT STORES COM X 1 4600 0 0
CIRCUIT STORES COM X 1 5800 0 0
CIRRUS LOGIC INC X 1 2000 0 0
CINTAS CORP COM X 1 900 0 0
CITIGROUP INC X 3 540865 0 950
CITIGROUP INC X 1 605800 0 7120
CITIGROUP INC X 1 215915 0 15379
CITIGROUP INC X 3 9375 0 0
CITRIX SYSTEMS INC COM X 1 7150 0 400
CITRIX SYSTEMS INC COM X 1 0 0 300
CLAIRES STORES INCORPORATED X 1 200 0 0
CLAIRES STORES INCORPORATED X 1 100 0 0
CLEAR CHANNEL COMMUNICATIONS INC X 1 141649 0 2046
CLEAR CHANNEL COMMUNICATIONS INC X 3 178019 0 0
CLEAR CHANNEL COMMUNICATIONS INC X 2 7520 0 0
CLEAR CHANNEL COMMUNICATIONS INC X 1 36923 0 1780
CLEVELAND CLIFFS INC COM X 1 500 0 0
CLEVELAND CLIFFS INC COM X 3 550 0 0
CLOROX CO COM X 1 8375 0 0
CLOROX CO COM X 1 3990 0 0
COACH INC X 1 18696 0 0
COACH INC X 1 4177 0 0
COACH, INC. X 3 39500 0 0
COCA COLA CO X 1 249110 0 355
COCA COLA CO X 3 161721 0 3310
COCA COLA CO X 1 149468 0 18060
COCA COLA CO X 3 1754 0 4550
CODORUS VALLEY BANCORP INC X 1 48845 0 0
CODORUS VALLEY BANCORP INC X 1 7098 0 0
COEUR D'ALENE MINES CORP X 1 1000 0 0
COGNEX CORP. X 3 12100 0 0
COLE KENNETH PRODUCTIONS INC CL A X 1 0 0 3900
KENNETH COLE PRODUCTIONS, INC.,
CLASS A X 3 20100 0 0
COLGATE PALMOLIVE CO COM X 1 166788 0 1005
COLGATE PALMOLIVE CO COM X 3 125600 0 2721
COLGATE PALMOLIVE CO COM X 1 57761 0 9300
COLGATE PALMOLIVE CO COM X 3 1200 0 1400
COLGATE PALMOLIVE COMPANY X 2 89282 0 0
COLONIAL BANCGROUP INC X 1 1000 0 0
COLONIAL BANCGROUP, INC. X 3 52400 0 0
COLUMBIA BANCORP X 1 9392 0 0
COLUMBIA BANCORP X 3 3600 0 0
COLUMBIA LABORATORIES, INC. X 3 13200 0 0
COMFORT SYSTEMS USA INCORPORATED X 1 0 0 19200
COMERICA INC X 1 2000 0 0
COMERICA, INC. X 3 12800 0 0
COMMERCE BANCORP INC N J X 1 842 0 0
COMMERCE BANCORP INC N J X 1 0 0 300
COMMERCE GROUP, INC. X 3 22400 0 0
COMMERCIAL FEDERAL CORP. X 3 28600 0 0
COMMERCIAL NET LEASE REALTY (REIT) X 1 700 0 0
COMMONWEALTH TEL ENTERPRISES INC COM X 1 1527 0 0
COMMUNITY BK SYS INC COM X 1 25762 0 0
COMMUNITY BANKS INC COM X 1 28175 0 0
COMMUNITY BANKS INC COM X 1 55142 0 0
COMMUNITY HEALTH SYSTEMS, INC. X 3 44200 0 0
COMMUNITY HLTH SYS INC NEW COM X 1 5300 0 0
COMPUTER ASSOC INTL INC X 1 1657 0 0
COMPUTER ASSOC INTL INC X 1 2107 0 0
COMPUTER PROGRAMS & SYSTEMS INC X 1 0 0 8000
COMPUTER SCIENCES CORP COM X 1 3516 0 0
COMPUTER SCIENCES CORP COM X 1 625 0 0
COMPUTER SCIENCES CORP. X 3 6200 0 0
COMPUTER TASK GROUP COM X 1 0 0 58750
COMPUWARE CORP X 1 450 0 0
COMVERSE TECHNOLOGY INC COM X 1 2850 0 0
COMVERSE TECHNOLOGY INC COM X 1 3400 0 0
CONAGRA FOODS INC X 1 4594 0 300
CONAGRA FOODS INC X 1 6432 0 0
CONEXANT SYS INC COM X 1 2020 0 0
CONEXANT SYS INC COM X 1 600 0 0
9 of 49
CONSECO INC COMMON STOCK 208464883 17 967 SHARES
CONSOLIDATED EDISON INC COM COMMON STOCK 209115104 146 3480 SHARES
CONSOLIDATED EDISON INC COM COMMON STOCK 209115104 305 7247 SHARES
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 2239 56200 SHARES
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 3219 80809 SHARES
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 4124 103519 SHARES
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 98 2460 SHARES
CONSUMER PORTFOLIO SERVICES COMMON STOCK 210502100 12 2500 SHARES
CONVERGYS CORP COMMON STOCK 212485106 3 200 SHARES
CONVERGYS CORP COMMON STOCK 212485106 17 1250 SHARES
COOPER CAMERON CORP COM COMMON STOCK 216640102 31 566 SHARES
THE COOPER COMPANIES INC COMMON STOCK 216648402 178 2600 SHARES
COOPER TIRE & RUBBER CO COMMON STOCK 216831107 902 44700 SHARES
COOPER TIRE & RUBR CO COM COMMON STOCK 216831107 14 700 SHARES
COORS, ADOLPH CO CL B COMMON STOCK 217016104 7 100 SHARES
COORS, ADOLPH CO CL B COMMON STOCK 217016104 20 300 SHARES
CORILLIAN CORP COMMON STOCK 218725109 693 150390 SHARES
CORN PRODS INTL INC COM COMMON STOCK 219023108 61 1320 SHARES
CORN PRODS INTL INC COM COMMON STOCK 219023108 124 2694 SHARES
CORN PRODS INTL INC COM COMMON STOCK 219023108 46 1000 SHARES
CORN PRODUCTS INTERNATIONAL, INC. COMMON STOCK 219023108 1157 25100 SHARES
CORNING INC COMMON STOCK 219350105 2600 234692 SHARES
CORNING INC COMMON STOCK 219350105 1865 168292 SHARES
CORNING INC COMMON STOCK 219350105 778 70215 SHARES
CORTEX PHARMACEUTICALS INC COMMON STOCK 220524300 4 1390 SHARES
CORUS BANKSHARES, INC. COMMON STOCK 220873103 431 10000 SHARES
COST PLUS, INC. COMMON STOCK 221485105 601 17000 SHARES
COUNTRYWIDE FINANCIAL CORP COMMON STOCK 222372104 74 1879 SHARES
COUNTRYWIDE FINL COMMON STOCK 222372104 1786 45338 SHARES
COVANCE INC COM COMMON STOCK 222816100 80 2000 SHARES
COVANCE INC COM COMMON STOCK 222816100 92 2300 SHARES
COVANCE INC COM COMMON STOCK 222816100 91 2283 SHARES
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 160 3000 SHARES
COVENTRY HEALTH CARE INC. COMMON STOCK 222862104 694 13000 SHARES
COX COMMUNICATIONS INC CL A COMMON STOCK 224044107 477 14385 SHARES
COX COMMUNICATIONS INC CL A COMMON STOCK 224044107 207 6256 SHARES
CRANE CO COMMON STOCK 224399105 296 10246 SHARES
CRANE CO COMMON STOCK 224399105 130 4500 SHARES
CRAY INC COMMON STOCK 225223106 1 300 SHARES
CREDENCE SYSTEMS CORP COMMON STOCK 225302108 749 104020 SHARES
CREE RESEARCH INC COM COMMON STOCK 225447101 73 2400 SHARES
CREE RESEARCH INC COM COMMON STOCK 225447101 31 1000 SHARES
CREE, INC. COMMON STOCK 225447101 733 24000 SHARES
CRESCENT REAL ESTATE EQUITIES (REIT) COMMON STOCK 225756105 16 1000 SHARES
CRESCENT REAL ESTATE EQUITIES, INC. COMMON STOCK 225756105 592 37600 SHARES
CROMPTON CORP COM COMMON STOCK 227116100 6 600 SHARES
CROWN HOLDINGS INC COMMON STOCK 228368106 31 3000 SHARES
CUBIC CORP COMMON STOCK 229669106 184 8050 SHARES
CUBIST PHARMACEUTICALS, INC. COMMON STOCK 229678107 936 94700 SHARES
CULLEN FROST BANKERS INC COM COMMON STOCK 229899109 204 4400 SHARES
CUMMINS INC COM COMMON STOCK 231021106 24 325 SHARES
CUMMINS INC COM COMMON STOCK 231021106 7 100 SHARES
CUMULUS MEDIA INC CL A COMMON STOCK 231082108 89 6200 SHARES
CURTIS WRIGHT CORPORATION COMMON STOCK 231561101 46 800 SHARES
CURTISS WRIGHT CORP COMMON STOCK 231561408 27 496 SHARES
CYMER, INC. COMMON STOCK 232572107 510 17800 SHARES
CYTEC INDUSTRIES INC COM COMMON STOCK 232820100 78 1600 SHARES
CYTEC INDUSTRIES INC COM COMMON STOCK 232820100 13 273 SHARES
CYTEC INDUSTRIES, INC. COMMON STOCK 232820100 734 15000 SHARES
D & E COMMUNICATIONS INCORPORATIONS COMMON STOCK 232860106 304 26464 SHARES
CYTYC CORP COMMON STOCK 232946103 46 1900 SHARES
DPL INC COMMON STOCK 233293109 4 200 SHARES
DPL INC COMMON STOCK 233293109 133 6467 SHARES
DST SYSTEMS INC COM COMMON STOCK 233326107 62 1400 SHARES
DST SYSTEMS, INC. COMMON STOCK 233326107 556 12500 SHARES
DTE ENERGY CO COMMON STOCK 233331107 8471 200783 SHARES
DTE ENERGY CO COMMON STOCK 233331107 8272 196075 SHARES
DTE ENERGY CO COMMON STOCK 233331107 2441 57867 SHARES
DTE ENERGY CO COMMON STOCK 233331107 13 300 SHARES
DANA CORP COMMON STOCK 235811106 11 600 SHARES
DANAHER CORP COM COMMON STOCK 235851102 779 15200 SHARES
DANAHER CORP COM COMMON STOCK 235851102 151 2950 SHARES
DANAHER CORP COM COMMON STOCK 235851102 246 4800 SHARES
DANAHER CORP. COMMON STOCK 235851102 718 14000 SHARES
DARDEN RESTAURANT COMMON STOCK 237194105 38 1630 SHARES
CONSECO INC X 1 967 0 0
CONSOLIDATED EDISON INC COM X 1 3480 0 0
CONSOLIDATED EDISON INC COM X 1 7247 0 0
CONSTELLATION ENERGY GROUP X 3 56200 0 0
CONSTELLATION ENERGY GROUP X 1 80809 0 0
CONSTELLATION ENERGY GROUP X 1 97119 0 6400
CONSTELLATION ENERGY GROUP X 3 2460 0 0
CONSUMER PORTFOLIO SERVICES X 1 2500 0 0
CONVERGYS CORP X 1 200 0 0
CONVERGYS CORP X 1 1000 0 250
COOPER CAMERON CORP COM X 1 566 0 0
THE COOPER COMPANIES INC X 1 0 0 2600
COOPER TIRE & RUBBER CO X 3 44700 0 0
COOPER TIRE & RUBR CO COM X 1 700 0 0
COORS, ADOLPH CO CL B X 1 100 0 0
COORS, ADOLPH CO CL B X 1 300 0 0
CORILLIAN CORP X 3 150390 0 0
CORN PRODS INTL INC COM X 1 1320 0 0
CORN PRODS INTL INC COM X 1 2694 0 0
CORN PRODS INTL INC COM X 3 1000 0 0
CORN PRODUCTS INTERNATIONAL, INC. X 3 25100 0 0
CORNING INC X 1 229692 0 5000
CORNING INC X 3 142862 0 25430
CORNING INC X 1 68465 0 1750
CORTEX PHARMACEUTICALS INC X 1 1390 0 0
CORUS BANKSHARES, INC. X 3 10000 0 0
COST PLUS, INC. X 3 17000 0 0
COUNTRYWIDE FINANCIAL CORP X 1 1879 0 0
COUNTRYWIDE FINL X 3 45338 0 0
COVANCE INC COM X 1 2000 0 0
COVANCE INC COM X 3 2300 0 0
COVANCE INC COM X 1 2283 0 0
COVENTRY HEALTH CARE INC X 1 1875 0 1125
COVENTRY HEALTH CARE INC. X 3 13000 0 0
COX COMMUNICATIONS INC CL A X 1 14385 0 0
COX COMMUNICATIONS INC CL A X 1 5956 0 300
CRANE CO X 1 10246 0 0
CRANE CO X 3 4500 0 0
CRAY INC X 1 300 0 0
CREDENCE SYSTEMS CORP X 3 104020 0 0
CREE RESEARCH INC COM X 1 2400 0 0
CREE RESEARCH INC COM X 1 0 0 1000
CREE, INC. X 3 24000 0 0
CRESCENT REAL ESTATE EQUITIES (REIT) X 1 0 0 1000
CRESCENT REAL ESTATE EQUITIES, INC. X 3 37600 0 0
CROMPTON CORP COM X 1 600 0 0
CROWN HOLDINGS INC X 1 3000 0 0
CUBIC CORP X 1 7750 0 300
CUBIST PHARMACEUTICALS, INC. X 3 94700 0 0
CULLEN FROST BANKERS INC COM X 1 0 0 4400
CUMMINS INC COM X 1 325 0 0
CUMMINS INC COM X 1 100 0 0
CUMULUS MEDIA INC CL A X 1 0 0 6200
CURTIS WRIGHT CORPORATION X 1 800 0 0
CURTISS WRIGHT CORP X 1 496 0 0
CYMER, INC. X 3 17800 0 0
CYTEC INDUSTRIES INC COM X 1 1600 0 0
CYTEC INDUSTRIES INC COM X 1 273 0 0
CYTEC INDUSTRIES, INC. X 3 15000 0 0
D & E COMMUNICATIONS INCORPORATIONS X 3 26464 0 0
CYTYC CORP X 1 0 0 1900
DPL INC X 1 200 0 0
DPL INC X 1 6467 0 0
DST SYSTEMS INC COM X 1 1400 0 0
DST SYSTEMS, INC. X 3 12500 0 0
DTE ENERGY CO X 1 198593 0 2190
DTE ENERGY CO X 3 196075 0 0
DTE ENERGY CO X 1 49960 0 7907
DTE ENERGY CO X 3 0 0 300
DANA CORP X 1 0 0 600
DANAHER CORP COM X 1 15200 0 0
DANAHER CORP COM X 1 2650 0 300
DANAHER CORP COM X 3 4800 0 0
DANAHER CORP. X 3 14000 0 0
DARDEN RESTAURANT X 3 1630 0 0
10 of 49
DARDEN RESTAURANTS INC COM COMMON STOCK 237194105 1119 48000 SHARES
DARDEN RESTAURANTS INC COM COMMON STOCK 237194105 379 16245 SHARES
DECODE GENETICS INC COMMON STOCK 243586104 2 200 SHARES
DEERE & CO COMMON STOCK 244199105 1048 16236 SHARES
DEERE & CO COMMON STOCK 244199105 909 14080 SHARES
DEERE & CO COMMON STOCK 244199105 155 2400 SHARES
DELPHI CORP COM COMMON STOCK 247126105 59 6368 SHARES
DELPHI CORP COM COMMON STOCK 247126105 4 445 SHARES
DELPHI CORP COM COMMON STOCK 247126105 39 4247 SHARES
DENTSPLY INTERNATIONAL INC COM COMMON STOCK 249030107 264 5085 SHARES
DENTSPLY INTERNATIONAL INC COM COMMON STOCK 249030107 287 5525 SHARES
DEVELOPERS DVRSFD REALTY CORP (REIT) COMMON STOCK 251591103 42 1066 SHARES
DEVRY INC DEL COM COMMON STOCK 251893103 10 500 SHARES
DIAMONDS TR UNIT SER 1 COMMON STOCK 252787106 232 2300 SHARES
DICKS SPORTING GOODS INC COMMON STOCK 253393102 14 400 SHARES
DIEBOLD INC COMMON STOCK 253651103 23 503 SHARES
DIGI INTERNATIONAL, INC COMMON STOCK 253798102 240 21028 SHARES
DIGIMARC CORP. COMMON STOCK 253807101 982 108600 SHARES
DISCOVERY LABORATORIES INCORPORATED COMMON STOCK 254668106 56 8400 SHARES
DISCOVERY LABORATORIES INCORPORATED COMMON STOCK 254668106 62 9300 SHARES
DISNEY WALT COMPANY COMMON STOCK 254687106 321 14246 SHARES
WALT DISNEY CO COM COMMON STOCK 254687106 5904 261840 SHARES
WALT DISNEY CO COM COMMON STOCK 254687106 788 34933 SHARES
WALT DISNEY CO COM COMMON STOCK 254687106 3001 133099 SHARES
WALT DISNEY CO COM COMMON STOCK 254687106 213 9441 SHARES
DOLLAR GEN CORP COMMON STOCK 256669102 8 400 SHARES
DOLLAR THRIFTY AUTOMOTIVE GROUP COMMON STOCK 256743105 674 27700 SHARES
DOLLAR TREE STORES INC COM COMMON STOCK 256747106 14 520 SHARES
DONALDSON INC COM COMMON STOCK 257651109 17 600 SHARES
DONEGAL GROUP INC CL B COMMON STOCK 257701300 38 2000 SHARES
DONNELLY R R & SONS CO COMMON STOCK 257867101 13 400 SHARES
DONNELLY R R & SONS CO COMMON STOCK 257867101 138 4400 SHARES
DOUBLECLICK, INC. COMMON STOCK 258609304 180 30400 SHARES
DOVER CORP COMMON STOCK 260003108 1235 31767 SHARES
DOVER CORP COMMON STOCK 260003108 1823 46898 SHARES
DOW CHEMICAL COMPANY COMMON STOCK 260543103 6198 137194 SHARES
DOW CHEMICAL COMPANY COMMON STOCK 260543103 406 9000 SHARES
DOW CHEMICAL COMPANY COMMON STOCK 260543103 4236 93765 SHARES
DOW CHEMICAL COMPANY COMMON STOCK 260543103 2047 45300 SHARES
DOW CHEMICAL COMPANY COMMON STOCK 260543103 624 13806 SHARES
DOW JONES & CO INC COM COMMON STOCK 260561105 8 200 SHARES
DOW JONES & CO INC COM COMMON STOCK 260561105 18 432 SHARES
DREYER'S GRAND ICE CREAM HLDGS COMMON STOCK 261877104 16 200 SHARES
DU PONT E I DE NEMOU COMMON STOCK 263534109 939 21940 SHARES
DU PONT E I DE NEMOURS & COMPANY COMMON STOCK 263534109 604 14112 SHARES
DUPONT EI DE NEMOURS & CO COM COMMON STOCK 263534109 10423 243523 SHARES
DUPONT EI DE NEMOURS & CO COM COMMON STOCK 263534109 27 650 SHARES
DUPONT EI DE NEMOURS & CO COM COMMON STOCK 263534109 10137 236855 SHARES
DUPONT EI DE NEMOURS & CO COM COMMON STOCK 263534109 68 1600 SHARES
DUKE ENERGY CORP COMMON STOCK 264399106 713 31140 SHARES
DUKE ENERGY CORP COMMON STOCK 264399106 40 1725 SHARES
DUKE ENERGY CORP COMMON STOCK 264399106 759 33176 SHARES
DUKE ENERGY CORP COMMON STOCK 264399106 178 7784 SHARES
DUQUESNE LIGHT HOLDINGS INC COMMON STOCK 266233105 45 2505 SHARES
DUQUESNE LIGHT HOLDINGS INC COMMON STOCK 266233105 11 600 SHARES
DUQUESNE LIGHT HOLDINGS, INC. COMMON STOCK 266233105 970 54000 SHARES
E M C CORPORATION MASSACHUSETTS COMMON STOCK 268648102 2351 203755 SHARES
EMC CORP MASS COMMON STOCK 268648102 1373 118981 SHARES
EMC CORP MASS COM COMMON STOCK 268648102 4888 423550 SHARES
EMC CORP MASS COM COMMON STOCK 268648102 1265 109614 SHARES
EMC CORP MASS COM COMMON STOCK 268648102 62 5400 SHARES
E*TRADE FINANCIAL CORPORATION COMMON STOCK 269246104 209 18280 SHARES
E*TRADE GROUP, INC COMMON STOCK 269246104 4009 351000 SHARES
EARTHLINK INC COM COMMON STOCK 270321102 8 807 SHARES
EASTGROUP PROPERTIES INCORPORATED COMMON STOCK 277276101 558 16800 SHARES
EASTMAN CHEMICAL COMPANY COM COMMON STOCK 277432100 83 1756 SHARES
EASTMAN CHEMICAL COMPANY COM COMMON STOCK 277432100 143 3002 SHARES
EASTMAN KODAK CO COM COMMON STOCK 277461109 224 6940 SHARES
EASTMAN KODAK CO COM COMMON STOCK 277461109 366 11363 SHARES
EATON CORP COMMON STOCK 278058102 1268 20000 SHARES
EATON CORP COM COMMON STOCK 278058102 714 11260 SHARES
EATON CORP COM COMMON STOCK 278058102 603 9516 SHARES
EATON VANCE CORP COMMON STOCK 278265103 49 1220 SHARES
EBAY INC COM COMMON STOCK 278642103 63 688 SHARES
ECHOSTAR COMMUNICATIONS CORP CL A COMMON STOCK 278762109 121 3900 SHARES
DARDEN RESTAURANTS INC COM X 1 48000 0 0
DARDEN RESTAURANTS INC COM X 1 15945 0 300
DECODE GENETICS INC X 1 200 0 0
DEERE & CO X 1 15936 0 300
DEERE & CO X 1 13137 0 943
DEERE & CO X 3 1200 0 1200
DELPHI CORP COM X 1 6368 0 0
DELPHI CORP COM X 3 445 0 0
DELPHI CORP COM X 1 3000 0 1247
DENTSPLY INTERNATIONAL INC COM X 1 4085 0 1000
DENTSPLY INTERNATIONAL INC COM X 1 5525 0 0
DEVELOPERS DVRSFD REALTY CORP (REIT) X 1 1066 0 0
DEVRY INC DEL COM X 1 500 0 0
DIAMONDS TR UNIT SER 1 X 1 2300 0 0
DICKS SPORTING GOODS INC X 1 400 0 0
DIEBOLD INC X 1 503 0 0
DIGI INTERNATIONAL, INC X 3 21028 0 0
DIGIMARC CORP. X 3 108600 0 0
DISCOVERY LABORATORIES INCORPORATED X 1 8400 0 0
DISCOVERY LABORATORIES INCORPORATED X 3 9300 0 0
DISNEY WALT COMPANY X 2 14246 0 0
WALT DISNEY CO COM X 1 261240 0 600
WALT DISNEY CO COM X 3 33733 0 1200
WALT DISNEY CO COM X 1 124349 0 8750
WALT DISNEY CO COM X 3 9441 0 0
DOLLAR GEN CORP X 1 0 0 400
DOLLAR THRIFTY AUTOMOTIVE GROUP X 3 27700 0 0
DOLLAR TREE STORES INC COM X 1 520 0 0
DONALDSON INC COM X 1 0 0 600
DONEGAL GROUP INC CL B X 1 0 0 2000
DONNELLY R R & SONS CO X 1 400 0 0
DONNELLY R R & SONS CO X 1 4400 0 0
DOUBLECLICK, INC. X 3 30400 0 0
DOVER CORP X 1 31767 0 0
DOVER CORP X 1 38998 0 7900
DOW CHEMICAL COMPANY X 1 136869 0 325
DOW CHEMICAL COMPANY X 3 9000 0 0
DOW CHEMICAL COMPANY X 1 89266 0 4499
DOW CHEMICAL COMPANY X 2 45300 0 0
DOW CHEMICAL COMPANY X 3 12606 0 1200
DOW JONES & CO INC COM X 1 0 0 200
DOW JONES & CO INC COM X 1 0 0 432
DREYER'S GRAND ICE CREAM HLDGS X 1 200 0 0
DU PONT E I DE NEMOU X 3 21940 0 0
DU PONT E I DE NEMOURS & COMPANY X 2 14112 0 0
DUPONT EI DE NEMOURS & CO COM X 1 243132 0 391
DUPONT EI DE NEMOURS & CO COM X 3 150 0 500
DUPONT EI DE NEMOURS & CO COM X 1 203356 0 33499
DUPONT EI DE NEMOURS & CO COM X 3 1000 0 600
DUKE ENERGY CORP X 1 30765 0 375
DUKE ENERGY CORP X 3 1125 0 600
DUKE ENERGY CORP X 1 32176 0 1000
DUKE ENERGY CORP X 3 6484 0 1300
DUQUESNE LIGHT HOLDINGS INC X 1 2505 0 0
DUQUESNE LIGHT HOLDINGS INC X 1 600 0 0
DUQUESNE LIGHT HOLDINGS, INC. X 3 54000 0 0
E M C CORPORATION MASSACHUSETTS X 2 203755 0 0
EMC CORP MASS X 3 100947 0 18034
EMC CORP MASS COM X 1 421550 0 2000
EMC CORP MASS COM X 1 104544 0 5070
EMC CORP MASS COM X 3 0 0 5400
E*TRADE FINANCIAL CORPORATION X 1 18280 0 0
E*TRADE GROUP, INC X 3 351000 0 0
EARTHLINK INC COM X 1 807 0 0
EASTGROUP PROPERTIES INCORPORATED X 2 16800 0 0
EASTMAN CHEMICAL COMPANY COM X 1 1756 0 0
EASTMAN CHEMICAL COMPANY COM X 1 2240 0 762
EASTMAN KODAK CO COM X 1 6940 0 0
EASTMAN KODAK CO COM X 1 11363 0 0
EATON CORP X 3 20000 0 0
EATON CORP COM X 1 11260 0 0
EATON CORP COM X 1 9516 0 0
EATON VANCE CORP X 1 1220 0 0
EBAY INC COM X 1 688 0 0
ECHOSTAR COMMUNICATIONS CORP CL A X 1 3900 0 0
11 of 49
ECLIPSYS CORP COM COMMON STOCK 278856109 25 1600 SHARES
ECOLAB INC COM COMMON STOCK 278865100 1047 33300 SHARES
ECOLAB INC COM COMMON STOCK 278865100 158 5025 SHARES
EDISON INTERNATIONAL COMMON STOCK 281020107 1895 71500 SHARES
EDISON INTERNATIONAL COM COMMON STOCK 281020107 231 8700 SHARES
EDO CORPORATION COMMON STOCK 281347104 92 3300 SHARES
EDWARDS AG INC COM COMMON STOCK 281760108 118 3400 SHARES
EDWARDS(AG), INC. COMMON STOCK 281760108 1080 31200 SHARES
ELECTRIC CITY CORP COMMON STOCK 284868106 47 34000 SHARES
ELECTRIC CITY CORP COMMON STOCK 284868106 55 39900 SHARES
ELECTROGLAS, INC. COMMON STOCK 285324109 56 18800 SHARES
ELECTRONIC ARTS COMMON STOCK 285512109 8478 184350 SHARES
ELECTRONICS ARTS COM COMMON STOCK 285512109 5201 113099 SHARES
ELECTRONICS ARTS COM COMMON STOCK 285512109 1232 26792 SHARES
ELECTRONICS ARTS COM COMMON STOCK 285512109 327 7105 SHARES
ELECTRONICS ARTS COM COMMON STOCK 285512109 184 4000 SHARES
ELECTRONIC DATA SYSTEM CORPORATION COMMON STOCK 285661104 129 6666 SHARES
ELECTRONIC DATA SYSTEM CORPORATION COMMON STOCK 285661104 4 200 SHARES
ELECTRONIC DATA SYSTEM CORPORATION COMMON STOCK 285661104 153 7876 SHARES
ELECTRONIC DATA SYSTEM CORPORATION COMMON STOCK 285661104 16 800 SHARES
ELECTRONICS BOUTIQUE HOLDINGS CORP. COMMON STOCK 286045109 982 28800 SHARES
ELECTRONICS FOR IMAG COMMON STOCK 286082102 904 55650 SHARES
ELECTRONICS FOR IMAGING INC COM COMMON STOCK 286082102 335 20620 SHARES
ELECTRONICS FOR IMAGING INC COM COMMON STOCK 286082102 21 1300 SHARES
ELLIS PERRY INTERNATIONAL INC COMMON STOCK 288853104 115 5100 SHARES
EMERSON ELEC CO COMMON STOCK 291011104 5350 86441 SHARES
EMERSON ELEC CO COMMON STOCK 291011104 4918 79461 SHARES
EMERSON ELEC CO COMMON STOCK 291011104 106 1720 SHARES
EMERSON ELECTRIC COMPANY COMMON STOCK 291011104 1092 17650 SHARES
EMERSON RADIO CORP COMMON STOCK 291087203 33 12400 SHARES
EMERSON RADIO CORP COMMON STOCK 291087203 26 9700 SHARES
ENCORE CAPITAL GROUP, INC. COMMON STOCK 292554102 445 23600 SHARES
ENGELHARD CORPORATION COM COMMON STOCK 292845104 66 2325 SHARES
ENTERPRISE PRODUCTS PARTNERS LTD PTR COMMON STOCK 293792107 23 1000 SHARES
ENZO BIOCHEM INCORPORATED COMMON STOCK 294100102 2 165 SHARES
EQUIFAX INC COM COMMON STOCK 294429105 34 1300 SHARES
EQUITABLE RESOURCES INC COM COMMON STOCK 294549100 749 13800 SHARES
EQUITABLE RESOURCES INC COM COMMON STOCK 294549100 206 3800 SHARES
EQUITY OFFICE PPTYS COMMON STOCK 294741103 834 30594 SHARES
EQUITY OFFICE PROPERTIES TR (REIT) COMMON STOCK 294741103 1039 38126 SHARES
EQUITY OFFICE PROPERTIES TR (REIT) COMMON STOCK 294741103 1105 40564 SHARES
ESSEX CORPORATION COMMON STOCK 296744105 12 1000 SHARES
EURONET WORLDWIDE, INC. COMMON STOCK 298736109 296 15800 SHARES
EXPEDITORS INTL WASH INC COM COMMON STOCK 302130109 62 1200 SHARES
EXPRESS SCRIPTS INC COMMON STOCK 302182100 8217 125757 SHARES
EXPRESS SCRIPTS INC COMMON STOCK 302182100 8916 136463 SHARES
EXPRESS SCRIPTS INC COMMON STOCK 302182100 1378 21090 SHARES
FLIR SYSTEMS INC COMMON STOCK 302445101 9 150 SHARES
F N B CORP PA COM COMMON STOCK 302520101 55 2474 SHARES
FPL GROUP INC COMMON STOCK 302571104 813 11895 SHARES
FPL GROUP INC COM COMMON STOCK 302571104 5032 73649 SHARES
FPL GROUP INC COM COMMON STOCK 302571104 1938 28361 SHARES
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 29 600 SHARES
FAIR ISAAC INC COMMON STOCK 303250104 4 150 SHARES
FAIRCHILD SEMICONDUCTOR INTL INC COMMON STOCK 303726103 4 300 SHARES
FAMILY DLR STORES COM COMMON STOCK 307000109 11 400 SHARES
FASTENAL CO COMMON STOCK 311900104 12 200 SHARES
FASTENAL CO COMMON STOCK 311900104 115 2000 SHARES
FEATHERLITE INCORPORATED COMMON STOCK 313054108 375 65281 SHARES
FREDDIE MAC COMMON STOCK 313400301 687 10524 SHARES
FREDDIE MAC COMMON STOCK 313400301 549 8420 SHARES
FREDDIE MAC - FEDERAL HOME LOAN
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FANNIE MAE COMMON STOCK 313586109 17286 272645 SHARES
FANNIE MAE COMMON STOCK 313586109 9748 153742 SHARES
FANNIE MAE COMMON STOCK 313586109 5523 87106 SHARES
FANNIE MAE COMMON STOCK 313586109 15 230 SHARES
FEDERAL REALTY INVESTMENT TRUST COMMON STOCK 313747206 317 7210 SHARES
FEDERAL REALTY INVT TRUST (REIT) COMMON STOCK 313747206 308 7000 SHARES
FEDERAL SIGNAL CORP COMMON STOCK 313855108 39 2100 SHARES
FEDERATED INVESTORS COM COMMON STOCK 314211103 32 1125 SHARES
F5 NETWORKS INC COMMON STOCK 315616102 146 4800 SHARES
F5 NETWORKS INC COMMON STOCK 315616102 161 5300 SHARES
FIFTH THIRD BANCORP COM COMMON STOCK 316773100 918 18655 SHARES
FIFTH THIRD BANCORP COM COMMON STOCK 316773100 443 9000 SHARES
FIFTH THIRD BANCORP COM COMMON STOCK 316773100 271 5496 SHARES
ECLIPSYS CORP COM X 1 1600 0 0
ECOLAB INC COM X 1 33300 0 0
ECOLAB INC COM X 1 3025 0 2000
EDISON INTERNATIONAL X 3 71500 0 0
EDISON INTERNATIONAL COM X 1 8700 0 0
EDO CORPORATION X 1 0 0 3300
EDWARDS AG INC COM X 1 3400 0 0
EDWARDS(AG), INC. X 3 31200 0 0
ELECTRIC CITY CORP X 1 34000 0 0
ELECTRIC CITY CORP X 3 39900 0 0
ELECTROGLAS, INC. X 3 18800 0 0
ELECTRONIC ARTS X 3 184350 0 0
ELECTRONICS ARTS COM X 1 112774 0 325
ELECTRONICS ARTS COM X 3 24313 0 2479
ELECTRONICS ARTS COM X 1 6855 0 250
ELECTRONICS ARTS COM X 3 4000 0 0
ELECTRONIC DATA SYSTEM CORPORATION X 1 6616 0 50
ELECTRONIC DATA SYSTEM CORPORATION X 3 200 0 0
ELECTRONIC DATA SYSTEM CORPORATION X 1 7476 0 400
ELECTRONIC DATA SYSTEM CORPORATION X 3 800 0 0
ELECTRONICS BOUTIQUE HOLDINGS CORP. X 3 28800 0 0
ELECTRONICS FOR IMAG X 3 55650 0 0
ELECTRONICS FOR IMAGING INC COM X 1 20620 0 0
ELECTRONICS FOR IMAGING INC COM X 1 0 0 1300
ELLIS PERRY INTERNATIONAL INC X 1 0 0 5100
EMERSON ELEC CO X 1 85641 0 800
EMERSON ELEC CO X 1 72011 0 7450
EMERSON ELEC CO X 3 1720 0 0
EMERSON ELECTRIC COMPANY X 2 17650 0 0
EMERSON RADIO CORP X 1 12400 0 0
EMERSON RADIO CORP X 3 9700 0 0
ENCORE CAPITAL GROUP, INC. X 3 23600 0 0
ENGELHARD CORPORATION COM X 1 2325 0 0
ENTERPRISE PRODUCTS PARTNERS LTD PTR X 1 1000 0 0
ENZO BIOCHEM INCORPORATED X 1 165 0 0
EQUIFAX INC COM X 1 1300 0 0
EQUITABLE RESOURCES INC COM X 1 13800 0 0
EQUITABLE RESOURCES INC COM X 1 3800 0 0
EQUITY OFFICE PPTYS X 3 30594 0 0
EQUITY OFFICE PROPERTIES TR (REIT) X 1 38126 0 0
EQUITY OFFICE PROPERTIES TR (REIT) X 1 40164 0 400
ESSEX CORPORATION X 1 1000 0 0
EURONET WORLDWIDE, INC. X 3 15800 0 0
EXPEDITORS INTL WASH INC COM X 1 1200 0 0
EXPRESS SCRIPTS INC X 1 123863 0 1894
EXPRESS SCRIPTS INC X 3 131604 0 4859
EXPRESS SCRIPTS INC X 1 19885 0 1205
FLIR SYSTEMS INC X 1 0 0 150
F N B CORP PA COM X 1 2474 0 0
FPL GROUP INC X 3 11695 0 200
FPL GROUP INC COM X 1 73649 0 0
FPL GROUP INC COM X 1 23265 0 5096
FACTSET RESEARCH SYSTEMS INC X 1 600 0 0
FAIR ISAAC INC X 1 150 0 0
FAIRCHILD SEMICONDUCTOR INTL INC X 1 300 0 0
FAMILY DLR STORES COM X 1 400 0 0
FASTENAL CO X 1 200 0 0
FASTENAL CO X 1 2000 0 0
FEATHERLITE INCORPORATED X 1 65281 0 0
FREDDIE MAC X 1 10524 0 0
FREDDIE MAC X 1 8420 0 0
FREDDIE MAC - FEDERAL HOME LOAN
MORTGAGE X 2 87732 0 0
FANNIE MAE X 1 269311 0 3334
FANNIE MAE X 3 151955 0 1787
FANNIE MAE X 1 80426 0 6680
FANNIE MAE X 3 230 0 0
FEDERAL REALTY INVESTMENT TRUST X 2 7210 0 0
FEDERAL REALTY INVT TRUST (REIT) X 1 2000 0 5000
FEDERAL SIGNAL CORP X 1 2100 0 0
FEDERATED INVESTORS COM X 1 1125 0 0
F5 NETWORKS INC X 1 4800 0 0
F5 NETWORKS INC X 3 5300 0 0
FIFTH THIRD BANCORP COM X 1 18655 0 0
FIFTH THIRD BANCORP COM X 3 9000 0 0
FIFTH THIRD BANCORP COM X 1 5196 0 300
12 of 49
FINDWHAT.COM COMMON STOCK 317794105 63 3350 SHARES
FINDWHAT.COM COMMON STOCK 317794105 69 3700 SHARES
FIRST CHARTER CORP. COMMON STOCK 319439105 624 25800 SHARES
FIRST DATA CORP COMMON STOCK 319963104 6538 150288 SHARES
FIRST DATA CORP COMMON STOCK 319963104 927 21300 SHARES
FIRST DATA CORP COMMON STOCK 319963104 2446 56238 SHARES
FIRST DATA CORP COMMON STOCK 319963104 248 5700 SHARES
FIRST HORIZON NATIONAL CORP COMMON STOCK 320517105 78 1800 SHARES
FIRST HORIZON NATIONAL CORP. COMMON STOCK 320517105 685 15800 SHARES
FIRST MARBLEHEAD CORP. COMMON STOCK 320771108 659 14200 SHARES
THE FIRST MARBLEHEAD CORPORATION COMMON STOCK 320771108 74 1600 SHARES
FIRST MARINER BANCORP INCORPORATED COMMON STOCK 320795107 60 3500 SHARES
FIRST HEALTH GROUP CORP COM COMMON STOCK 320960107 277 17220 SHARES
FIRST NATIONAL BANKSHARES OF FLORIDA COMMON STOCK 321100109 48 1938 SHARES
FISERV INC COMMON STOCK 337738108 7 200 SHARES
FISERV INCORPORATED COMMON STOCK 337738108 1428 40975 SHARES
FLAGSTAR BANCORP, INC. COMMON STOCK 337930101 711 33400 SHARES
FIRSTENERGY CORP COM COMMON STOCK 337932107 197 4797 SHARES
FIRSTENERGY CORP COM COMMON STOCK 337932107 549 13374 SHARES
FISHER SCIENTIFIC INTERNATIONAL INC COMMON STOCK 338032204 52 900 SHARES
FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 208 13700 SHARES
FLEMING COMPANIES INCORPORATED COMMON STOCK 339130106 8 70700 SHARES
FLORIDA EAST COAST INDS INC COMMON STOCK 340632108 0 8 SHARES
FLUOR CORP NEW COM COMMON STOCK 343412102 169 3800 SHARES
FLUOR CORP NEW COM COMMON STOCK 343412102 125 2800 SHARES
FLUOR CORP NEW COM COMMON STOCK 343412102 18 400 SHARES
FLOWERS FOODS INC COM COMMON STOCK 343498101 0 11 SHARES
FONAR CORP COM COMMON STOCK 344437108 0 18 SHARES
FOOT LOCKER INC COMMON STOCK 344849104 52 2200 SHARES
FOOT LOCKER, INC. COMMON STOCK 344849104 472 19900 SHARES
FORD MOTOR CO COMMON STOCK 345370860 497 35347 SHARES
FORD MOTOR CO COMMON STOCK 345370860 903 64249 SHARES
FOREST LABS INC COMMON STOCK 345838106 401 8910 SHARES
FOREST LABS INC COM COMMON STOCK 345838106 308 6850 SHARES
FOREST LABS INC COM COMMON STOCK 345838106 65 1450 SHARES
FOREST OIL CORP COMMON STOCK 346091705 108 3600 SHARES
FOREST OIL CORP. COMMON STOCK 346091705 807 26800 SHARES
FORTUNE BRANDS INC COMMON STOCK 349631101 703 9482 SHARES
FORTUNE BRANDS INC COMMON STOCK 349631101 794 10716 SHARES
FRANKLIN RESOURCES INC COMMON STOCK 354613101 235 4220 SHARES
FRANKLIN RESOURCES INC COMMON STOCK 354613101 18 330 SHARES
FRIEDMAN BILLINGS RAMSEY GRP INC-A COMMON STOCK 358434108 35 1825 SHARES
FRIEDMAN, BILLINGS, RAMSEY GROUP,
INC., CLASS A COMMON STOCK 358434108 942 49300 SHARES
FRONTIER AIRLINES INCORPORATED COMMON STOCK 359065109 35 4500 SHARES
FROZEN FOOD EXPRESS INDUSTRIES INC COMMON STOCK 359360104 8 1000 SHARES
FULLER (H.B.) CO. COMMON STOCK 359694106 406 14800 SHARES
FULTON FIN CORP COM COMMON STOCK 360271100 3081 143959 SHARES
FULTON FIN CORP COM COMMON STOCK 360271100 2980 139274 SHARES
FULTON FINANCIAL CORP. COMMON STOCK 360271100 4641 216877 SHARES
GATX CORP COMMON STOCK 361448103 9 350 SHARES
GATX CORP. COMMON STOCK 361448103 1061 39800 SHARES
GALLAGHER ARTHUR J. & CO COMMON STOCK 363576109 16 475 SHARES
GANNETT CO INC COMMON STOCK 364730101 1080 12897 SHARES
GANNETT CO INC COMMON STOCK 364730101 2590 30918 SHARES
GANNETT CO INC COMMON STOCK 364730101 92 1100 SHARES
GANNETT INCORPORATED COMMON STOCK 364730101 1916 22880 SHARES
GAP INC COM COMMON STOCK 364760108 1198 64242 SHARES
GAP INC COM COMMON STOCK 364760108 453 24265 SHARES
GATEWAY INC COMMON STOCK 367626108 1 200 SHARES
GATEWAY INC COMMON STOCK 367626108 0 33 SHARES
GEAC COMPUTER CORPORATION LIMITED COMMON STOCK 368289104 5 715 SHARES
GENELABS TECHNOLOGIES INC COMMON STOCK 368706107 9 3300 SHARES
GENENTECH INC COM NEW COMMON STOCK 368710406 1357 25890 SHARES
GENENTECH INC COM NEW COMMON STOCK 368710406 704 13425 SHARES
GENERAL DYNAMICS CORP COM COMMON STOCK 369550108 2813 27548 SHARES
GENERAL DYNAMICS CORP COM COMMON STOCK 369550108 1456 14260 SHARES
GENERAL DYNAMICS CORP COM COMMON STOCK 369550108 101 989 SHARES
GENERAL ELECTRIC CO COMMON STOCK 369604103 79756 2375092 SHARES
GENERAL ELECTRIC CO COMMON STOCK 369604103 25935 772317 SHARES
GENERAL ELECTRIC CO COMMON STOCK 369604103 86929 2588724 SHARES
GENERAL ELECTRIC CO COMMON STOCK 369604103 6827 202900 SHARES
GENERAL ELECTRIC CO COMMON STOCK 369604103 983 29283 SHARES
GENERAL MILLS INC COMMON STOCK 370334104 7046 156936 SHARES
GENERAL MILLS INC COMMON STOCK 370334104 5902 131439 SHARES
GENERAL MILLS INC COMMON STOCK 370334104 1424 31722 SHARES
FINDWHAT.COM X 1 3350 0 0
FINDWHAT.COM X 3 3700 0 0
FIRST CHARTER CORP. X 3 25800 0 0
FIRST DATA CORP X 1 149261 0 1027
FIRST DATA CORP X 3 21300 0 0
FIRST DATA CORP X 1 54018 0 2220
FIRST DATA CORP X 3 5700 0 0
FIRST HORIZON NATIONAL CORP X 1 1800 0 0
FIRST HORIZON NATIONAL CORP. X 3 15800 0 0
FIRST MARBLEHEAD CORP. X 3 14200 0 0
THE FIRST MARBLEHEAD CORPORATION X 1 1600 0 0
FIRST MARINER BANCORP INCORPORATED X 1 3500 0 0
FIRST HEALTH GROUP CORP COM X 1 17220 0 0
FIRST NATIONAL BANKSHARES OF FLORIDA X 1 1938 0 0
FISERV INC X 1 0 0 200
FISERV INCORPORATED X 2 40975 0 0
FLAGSTAR BANCORP, INC. X 3 33400 0 0
FIRSTENERGY CORP COM X 1 4797 0 0
FIRSTENERGY CORP COM X 1 13374 0 0
FISHER SCIENTIFIC INTERNATIONAL INC X 1 900 0 0
FLEETWOOD ENTERPRISES INC X 1 0 0 13700
FLEMING COMPANIES INCORPORATED X 2 70700 0 0
FLORIDA EAST COAST INDS INC X 1 8 0 0
FLUOR CORP NEW COM X 1 3800 0 0
FLUOR CORP NEW COM X 1 1800 0 1000
FLUOR CORP NEW COM X 3 400 0 0
FLOWERS FOODS INC COM X 1 11 0 0
FONAR CORP COM X 1 18 0 0
FOOT LOCKER INC X 1 2200 0 0
FOOT LOCKER, INC. X 3 19900 0 0
FORD MOTOR CO X 1 35297 0 50
FORD MOTOR CO X 1 58941 0 5308
FOREST LABS INC X 3 7515 0 1395
FOREST LABS INC COM X 1 6850 0 0
FOREST LABS INC COM X 1 1450 0 0
FOREST OIL CORP X 1 3600 0 0
FOREST OIL CORP. X 3 26800 0 0
FORTUNE BRANDS INC X 1 9482 0 0
FORTUNE BRANDS INC X 1 7609 0 3107
FRANKLIN RESOURCES INC X 1 4220 0 0
FRANKLIN RESOURCES INC X 1 180 0 150
FRIEDMAN BILLINGS RAMSEY GRP INC-A X 1 1825 0 0
FRIEDMAN, BILLINGS, RAMSEY GROUP,
INC., CLASS A X 3 49300 0 0
FRONTIER AIRLINES INCORPORATED X 3 4500 0 0
FROZEN FOOD EXPRESS INDUSTRIES INC X 1 1000 0 0
FULLER (H.B.) CO. X 3 14800 0 0
FULTON FIN CORP COM X 1 127831 0 16128
FULTON FIN CORP COM X 1 102493 0 36781
FULTON FINANCIAL CORP. X 216877 0 0
GATX CORP X 1 0 0 350
GATX CORP. X 3 39800 0 0
GALLAGHER ARTHUR J. & CO X 1 475 0 0
GANNETT CO INC X 1 12897 0 0
GANNETT CO INC X 1 30718 0 200
GANNETT CO INC X 3 100 0 1000
GANNETT INCORPORATED X 2 22880 0 0
GAP INC COM X 1 64242 0 0
GAP INC COM X 1 23865 0 400
GATEWAY INC X 1 200 0 0
GATEWAY INC X 1 33 0 0
GEAC COMPUTER CORPORATION LIMITED X 1 715 0 0
GENELABS TECHNOLOGIES INC X 1 3300 0 0
GENENTECH INC COM NEW X 1 25890 0 0
GENENTECH INC COM NEW X 1 13425 0 0
GENERAL DYNAMICS CORP COM X 1 27548 0 0
GENERAL DYNAMICS CORP COM X 1 14260 0 0
GENERAL DYNAMICS CORP COM X 3 989 0 0
GENERAL ELECTRIC CO X 1 2342603 0 32489
GENERAL ELECTRIC CO X 3 752766 0 19551
GENERAL ELECTRIC CO X 1 1883000 0 705724
GENERAL ELECTRIC CO X 2 202900 0 0
GENERAL ELECTRIC CO X 3 20433 0 8850
GENERAL MILLS INC X 1 155751 0 1185
GENERAL MILLS INC X 3 128794 0 2645
GENERAL MILLS INC X 1 30872 0 850
13 of 49
GENERAL MILLS INC COMMON STOCK 370334104 512 11400 SHARES
GENERAL MOTORS CORP COM COMMON STOCK 370442105 931 21924 SHARES
GENERAL MOTORS CORP COM COMMON STOCK 370442105 27 636 SHARES
GENERAL MOTORS CORP COM COMMON STOCK 370442105 873 20560 SHARES
GENERAL MOTORS CORP COM COMMON STOCK 370442105 27 636 SHARES
GENESEE & WYOMING COMMON STOCK 371559105 346 13650 SHARES
GENLYTE GROUP, INC. COMMON STOCK 372302109 509 7900 SHARES
GENUINE PARTS COMPANY COMMON STOCK 372460105 460 11975 SHARES
GENUINE PARTS INC COMMON STOCK 372460105 323 8417 SHARES
GENUINE PARTS INC COMMON STOCK 372460105 164 4275 SHARES
GENZYME CORP COM COMMON STOCK 372917104 190 3500 SHARES
GENZYME CORP COM COMMON STOCK 372917104 18 326 SHARES
GEORGIA GULF CORP. COMMON STOCK 373200203 945 21200 SHARES
GEORGIA GULF CORPORATION COMMON STOCK 373200203 111 2500 SHARES
GEORGIA PAC CORP COM COMMON STOCK 373298108 216 6000 SHARES
GEORGIA PAC CORP COM COMMON STOCK 373298108 91 2535 SHARES
GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 1470 40900 SHARES
GERBER SCIENTIFIC, INC. COMMON STOCK 373730100 328 49700 SHARES
GERON CORP COMMON STOCK 374163103 3 500 SHARES
GETTY IMAGES INC COM COMMON STOCK 374276103 50 900 SHARES
GETTY IMAGES INC COM COMMON STOCK 374276103 28 500 SHARES
GETTY IMAGES, INC. COMMON STOCK 374276103 415 7500 SHARES
GETTY REALTY CORPORATION COMMON STOCK 374297109 8 300 SHARES
GEVITY HR INCORPORATED COMMON STOCK 374393106 112 7300 SHARES
GEVITY HR INCORPORATED COMMON STOCK 374393106 125 8100 SHARES
GILEAD SCIENCES INC COMMON STOCK 375558103 1501 40148 SHARES
GILEAD SCIENCES INC COM COMMON STOCK 375558103 947 25336 SHARES
GILEAD SCIENCES INC COM COMMON STOCK 375558103 174 4650 SHARES
GILLETTE CO COMMON STOCK 375766102 8849 211991 SHARES
GILLETTE CO COMMON STOCK 375766102 7667 183655 SHARES
GILLETTE CO COMMON STOCK 375766102 5470 131053 SHARES
GILLETTE CO COMMON STOCK 375766102 100 2400 SHARES
GILLETTE COMPANY COMMON STOCK 375766102 1325 31750 SHARES
GLADSTONE CAPITAL CORP COMMON STOCK 376535100 57 2500 SHARES
GLADSTONE CAPITAL CORP COMMON STOCK 376535100 2238 98555 SHARES
GLATFELTER COMMON STOCK 377316104 367 29642 SHARES
GLATFELTER COMMON STOCK 377316104 12 1000 SHARES
GLATFELTER COMMON STOCK 377316104 242 19528 SHARES
GLIMCHER RLTY TR SH BEN INT (ATTCHD COMMON STOCK 379302102 22 900 SHARES
GOLDEN WEST FINANCIAL CORP. COMMON STOCK 381317106 1342 12100 SHARES
GOLDEN WEST FINL CORP COM COMMON STOCK 381317106 155 1400 SHARES
GOODRICH CORP COMMON STOCK 382388106 3 100 SHARES
GOODRICH CORP COMMON STOCK 382388106 176 5600 SHARES
GOODYEAR TIRE & RUBR CO COMMON STOCK 382550101 12 1147 SHARES
GOODYEAR TIRE & RUBR CO COMMON STOCK 382550101 27 2505 SHARES
GRAFTECH INTERNATIONAL LTD COMMON STOCK 384313102 117 8400 SHARES
GRAFTECH INTERNATIONAL LTD COMMON STOCK 384313102 89 6400 SHARES
GRAINGER (W.W.), INC. COMMON STOCK 384802104 623 10800 SHARES
W W GRAINGER INC COM COMMON STOCK 384802104 261 4520 SHARES
W W GRAINGER INC COM COMMON STOCK 384802104 352 6100 SHARES
GREAT AMERN FINL RES INC COM COMMON STOCK 389915109 2 100 SHARES
GREAT PLAINS ENERGY INC COMMON STOCK 391164100 17 570 SHARES
GREATER BAY BANCORP COMMON STOCK 391648102 224 7800 SHARES
GREATER BAY BANCORP COMMON STOCK 391648102 995 34600 SHARES
GREEN MOUNTAIN POWER CORP COMMON STOCK 393154109 26 1000 SHARES
GREENHILL & CO., INC. COMMON STOCK 395259104 172 7300 SHARES
GREENPOINT FINANCIAL CORP COM COMMON STOCK 395384100 62 1350 SHARES
GRIFFON CORP. COMMON STOCK 398433102 724 34300 SHARES
GUIDANT CORP COM COMMON STOCK 401698105 1476 22356 SHARES
GUIDANT CORP COM COMMON STOCK 401698105 412 6232 SHARES
GUILFORD PHARMACEUTICALS INC COM COMMON STOCK 401829106 5 1000 SHARES
GUILFORD PHARMACEUTICALS, INC. COMMON STOCK 401829106 148 29600 SHARES
HCA INC COM COMMON STOCK 404119109 3633 95236 SHARES
HCA INC COM COMMON STOCK 404119109 6204 162619 SHARES
HCA INC COM COMMON STOCK 404119109 180 4731 SHARES
HCA INC COM COMMON STOCK 404119109 40 1056 SHARES
HCC INS HLDGS INC COM COMMON STOCK 404132102 166 5500 SHARES
HALLIBURTON HLDG CO COM COMMON STOCK 406216101 180 5335 SHARES
HALLIBURTON HLDG CO COM COMMON STOCK 406216101 311 9234 SHARES
HALLIBURTON HLDG CO COM COMMON STOCK 406216101 67 2000 SHARES
HARLEY DAVIDSON INC COMMON STOCK 412822108 1262 21232 SHARES
HARLEY DAVIDSON INC COMMON STOCK 412822108 470 7904 SHARES
HARLEY DAVIDSON, INC. COMMON STOCK 412822108 398 6700 SHARES
HARLEYSVILLE NATL CORP COM COMMON STOCK 412850109 31 1276 SHARES
HARMONIC LIGHTWAVES, INC. COMMON STOCK 413160102 255 38300 SHARES
GENERAL MILLS INC X 3 10400 0 1000
GENERAL MOTORS CORP COM X 1 21924 0 0
GENERAL MOTORS CORP COM X 3 636 0 0
GENERAL MOTORS CORP COM X 1 17692 0 2868
GENERAL MOTORS CORP COM X 3 636 0 0
GENESEE & WYOMING X 1 0 0 13650
GENLYTE GROUP, INC. X 3 7900 0 0
GENUINE PARTS COMPANY X 2 11975 0 0
GENUINE PARTS INC X 1 8417 0 0
GENUINE PARTS INC X 1 4275 0 0
GENZYME CORP COM X 1 3500 0 0
GENZYME CORP COM X 1 326 0 0
GEORGIA GULF CORP. X 3 21200 0 0
GEORGIA GULF CORPORATION X 1 2500 0 0
GEORGIA PAC CORP COM X 1 6000 0 0
GEORGIA PAC CORP COM X 1 527 0 2008
GEORGIA-PACIFIC CORP. X 3 40900 0 0
GERBER SCIENTIFIC, INC. X 3 49700 0 0
GERON CORP X 1 0 0 500
GETTY IMAGES INC COM X 1 900 0 0
GETTY IMAGES INC COM X 1 0 0 500
GETTY IMAGES, INC. X 3 7500 0 0
GETTY REALTY CORPORATION X 1 300 0 0
GEVITY HR INCORPORATED X 1 7300 0 0
GEVITY HR INCORPORATED X 3 8100 0 0
GILEAD SCIENCES INC X 3 33530 0 6618
GILEAD SCIENCES INC COM X 1 25096 0 240
GILEAD SCIENCES INC COM X 1 4650 0 0
GILLETTE CO X 1 210481 0 1510
GILLETTE CO X 3 177785 0 5870
GILLETTE CO X 1 119270 0 11783
GILLETTE CO X 3 0 0 2400
GILLETTE COMPANY X 2 31750 0 0
GLADSTONE CAPITAL CORP X 1 2500 0 0
GLADSTONE CAPITAL CORP X 2 98555 0 0
GLATFELTER X 1 26642 0 3000
GLATFELTER X 3 0 0 1000
GLATFELTER X 1 19528 0 0
GLIMCHER RLTY TR SH BEN INT (ATTCHD X 1 900 0 0
GOLDEN WEST FINANCIAL CORP. X 3 12100 0 0
GOLDEN WEST FINL CORP COM X 1 1400 0 0
GOODRICH CORP X 1 100 0 0
GOODRICH CORP X 1 4000 0 1600
GOODYEAR TIRE & RUBR CO X 1 1147 0 0
GOODYEAR TIRE & RUBR CO X 1 2505 0 0
GRAFTECH INTERNATIONAL LTD X 1 8400 0 0
GRAFTECH INTERNATIONAL LTD X 3 6400 0 0
GRAINGER (W.W.), INC. X 3 10800 0 0
W W GRAINGER INC COM X 1 4520 0 0
W W GRAINGER INC COM X 1 6100 0 0
GREAT AMERN FINL RES INC COM X 1 0 0 100
GREAT PLAINS ENERGY INC X 1 570 0 0
GREATER BAY BANCORP X 1 0 0 7800
GREATER BAY BANCORP X 3 34600 0 0
GREEN MOUNTAIN POWER CORP X 1 1000 0 0
GREENHILL & CO., INC. X 3 7300 0 0
GREENPOINT FINANCIAL CORP COM X 1 1350 0 0
GRIFFON CORP. X 3 34300 0 0
GUIDANT CORP COM X 1 22356 0 0
GUIDANT CORP COM X 1 6232 0 0
GUILFORD PHARMACEUTICALS INC COM X 1 1000 0 0
GUILFORD PHARMACEUTICALS, INC. X 3 29600 0 0
HCA INC COM X 1 93896 0 1340
HCA INC COM X 3 162619 0 0
HCA INC COM X 1 3981 0 750
HCA INC COM X 3 1056 0 0
HCC INS HLDGS INC COM X 1 0 0 5500
HALLIBURTON HLDG CO COM X 1 5335 0 0
HALLIBURTON HLDG CO COM X 1 4934 0 4300
HALLIBURTON HLDG CO COM X 3 2000 0 0
HARLEY DAVIDSON INC X 1 21132 0 100
HARLEY DAVIDSON INC X 1 4704 0 3200
HARLEY DAVIDSON, INC. X 3 6700 0 0
HARLEYSVILLE NATL CORP COM X 1 1276 0 0
HARMONIC LIGHTWAVES, INC. X 3 38300 0 0
14 of 49
HARRIS CORP COMMON STOCK 413875105 66 1200 SHARES
HARRIS CORP. COMMON STOCK 413875105 538 9800 SHARES
HARSCO CORP COMMON STOCK 415864107 9968 222000 SHARES
HARSCO CORP COMMON STOCK 415864107 1428 31800 SHARES
HARSCO CORP COMMON STOCK 415864107 2696 60048 SHARES
HARTFORD FINANCIAL SVCS GRP INC COM COMMON STOCK 416515104 6739 108819 SHARES
HARTFORD FINANCIAL SVCS GRP INC COM COMMON STOCK 416515104 2254 36391 SHARES
HARTFORD FINANCIAL SVCS GRP INC COM COMMON STOCK 416515104 1157 18678 SHARES
HARTFORD FINL SVCS COMMON STOCK 416515104 5545 89530 SHARES
HASBRO INC COMMON STOCK 418056107 3 170 SHARES
HEALTH CARE PPTY INVEST INC (REIT) COMMON STOCK 421915109 68 2624 SHARES
HEALTH CARE PPTY INVEST INC (REIT) COMMON STOCK 421915109 109 4200 SHARES
HEALTH MGMT ASSOC COMMON STOCK 421933102 5994 293375 SHARES
HEALTH MGMT ASSOC INC CL A COMMON STOCK 421933102 5709 279464 SHARES
HEALTH MGMT ASSOC INC CL A COMMON STOCK 421933102 638 31235 SHARES
HEALTHCARE REALTY TRUST INC (REIT) COMMON STOCK 421946104 87 2230 SHARES
HEALTHCARE REALTY TRUST INC (REIT) COMMON STOCK 421946104 8 200 SHARES
HEINZ H J CO COM COMMON STOCK 423074103 2237 62102 SHARES
HEINZ H J CO COM COMMON STOCK 423074103 36 1000 SHARES
HEINZ H J CO COM COMMON STOCK 423074103 1365 37906 SHARES
HEINZ H J CO COM COMMON STOCK 423074103 34 950 SHARES
HEINZ H J COMPANY COMMON STOCK 423074103 226 6262 SHARES
HENRY JACK & ASSOC INC COM COMMON STOCK 426281101 77 4100 SHARES
HENRY JACK & ASSOCIATES, INC. COMMON STOCK 426281101 1410 75100 SHARES
HERCULES INC COMMON STOCK 427056106 64 4500 SHARES
HERCULES INC COMMON STOCK 427056106 73 5100 SHARES
HERSHEY FOODS CORP COMMON STOCK 427866108 3102 66410 SHARES
HERSHEY FOODS CORP COMMON STOCK 427866108 2599 55650 SHARES
HEWLETT PACKARD CO COM COMMON STOCK 428236103 2860 152548 SHARES
HEWLETT PACKARD CO COM COMMON STOCK 428236103 221 11780 SHARES
HEWLETT PACKARD CO COM COMMON STOCK 428236103 2323 123901 SHARES
HEWLETT PACKARD CO COM COMMON STOCK 428236103 231 12300 SHARES
HEWLETT PACKARD COMPANY COMMON STOCK 428236103 589 31437 SHARES
HIGHWOODS PROPERTIES (REIT) COMMON STOCK 431284108 12 500 SHARES
HIGHWOODS PROPERTIES, INC. COMMON STOCK 431284108 436 17700 SHARES
HILB ROGAL & HOBBS CO COMMON STOCK 431294107 181 5000 SHARES
HILTON HOTELS CORP COMMON STOCK 432848109 117 6200 SHARES
HILTON HOTELS CORP. COMMON STOCK 432848109 1053 55900 SHARES
HOLLY CORP. COMMON STOCK 435758305 826 32400 SHARES
HOLOGIC INC COM COMMON STOCK 436440101 8 400 SHARES
HOME DEPOT INC COMMON STOCK 437076102 18947 483333 SHARES
HOME DEPOT INC COMMON STOCK 437076102 11773 300349 SHARES
HOME DEPOT INC COMMON STOCK 437076102 6166 157295 SHARES
HOME DEPOT INC COMMON STOCK 437076102 259 6600 SHARES
HOME PROPERTIES INC (REIT) COMMON STOCK 437306103 40 1000 SHARES
HOME PROPERTIES INC (REIT) COMMON STOCK 437306103 305 7700 SHARES
HOME PROPERTIES OF NEW YORK INC COMMON STOCK 437306103 2251 56900 SHARES
HOMESTORE.COM, INC. COMMON STOCK 437852106 469 203100 SHARES
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK 438516106 621 17312 SHARES
HONEYWELL INTL INC COMMON STOCK 438516106 1289 35960 SHARES
HONEYWELL INTL INC COM COMMON STOCK 438516106 3383 94334 SHARES
HONEYWELL INTL INC COM COMMON STOCK 438516106 2891 80618 SHARES
HORACE MANN EDUCATORS CORP. COMMON STOCK 440327104 865 49200 SHARES
HOSPIRA INC COMMON STOCK 441060100 424 13864 SHARES
HOSPIRA INC COMMON STOCK 441060100 1 20 SHARES
HOSPIRA INC COMMON STOCK 441060100 346 11306 SHARES
HOSPIRA INC COMMON STOCK 441060100 2 55 SHARES
HOT TOPIC INC COMMON STOCK 441339108 12 675 SHARES
HOT TOPIC, INC. COMMON STOCK 441339108 1085 63700 SHARES
HOVNANIAN ENTERPRISES, INC., CLASS A COMMON STOCK 442487203 662 16500 SHARES
HOVNANIAN ENTERPRISES-A COMMON STOCK 442487203 76 1900 SHARES
HUBBELL INC CL B COMMON STOCK 443510201 22 500 SHARES
HUDSON RIVER BANCORP, INC. COMMON STOCK 444128102 36 1900 SHARES
HUDSON TECHNOLOGIES INC COMMON STOCK 444144109 23 22574 SHARES
HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 68 6200 SHARES
HUNTINGTON BANCSHARES INC COM COMMON STOCK 446150104 12 500 SHARES
HUNTINGTON BANCSHARES INC COM COMMON STOCK 446150104 4 161 SHARES
HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 14 535 SHARES
HUTTIG BLDG PRODS INC COMMON STOCK 448451104 5 585 SHARES
HUTTIG BLDG PRODS INC COMMON STOCK 448451104 21 2277 SHARES
HYDRIL COMPANY COMMON STOCK 448774109 99 2300 SHARES
I-FLOW CORPORATION COMMON STOCK 449520303 7 500 SHARES
IMS HEALTH INC COM COMMON STOCK 449934108 333 13910 SHARES
IMS HEALTH INC COM COMMON STOCK 449934108 195 8137 SHARES
ITLA CAPITAL CORP. COMMON STOCK 450565106 97 2100 SHARES
HARRIS CORP X 1 1200 0 0
HARRIS CORP. X 3 9800 0 0
HARSCO CORP X 1 183878 0 38122
HARSCO CORP X 3 31800 0 0
HARSCO CORP X 1 60048 0 0
HARTFORD FINANCIAL SVCS GRP INC COM X 1 107533 0 1286
HARTFORD FINANCIAL SVCS GRP INC COM X 3 36391 0 0
HARTFORD FINANCIAL SVCS GRP INC COM X 1 15628 0 3050
HARTFORD FINL SVCS X 3 89530 0 0
HASBRO INC X 1 170 0 0
HEALTH CARE PPTY INVEST INC (REIT) X 1 2624 0 0
HEALTH CARE PPTY INVEST INC (REIT) X 1 4200 0 0
HEALTH MGMT ASSOC X 3 293375 0 0
HEALTH MGMT ASSOC INC CL A X 1 275335 0 4129
HEALTH MGMT ASSOC INC CL A X 1 28210 0 3025
HEALTHCARE REALTY TRUST INC (REIT) X 1 2230 0 0
HEALTHCARE REALTY TRUST INC (REIT) X 1 200 0 0
HEINZ H J CO COM X 1 60452 0 1650
HEINZ H J CO COM X 3 1000 0 0
HEINZ H J CO COM X 1 31156 0 6750
HEINZ H J CO COM X 3 950 0 0
HEINZ H J COMPANY X 2 6262 0 0
HENRY JACK & ASSOC INC COM X 1 4100 0 0
HENRY JACK & ASSOCIATES, INC. X 3 75100 0 0
HERCULES INC X 1 4500 0 0
HERCULES INC X 1 5100 0 0
HERSHEY FOODS CORP X 1 66010 0 400
HERSHEY FOODS CORP X 1 42250 0 13400
HEWLETT PACKARD CO COM X 1 151932 0 616
HEWLETT PACKARD CO COM X 3 11780 0 0
HEWLETT PACKARD CO COM X 1 115501 0 8400
HEWLETT PACKARD CO COM X 3 12300 0 0
HEWLETT PACKARD COMPANY X 2 31437 0 0
HIGHWOODS PROPERTIES (REIT) X 1 500 0 0
HIGHWOODS PROPERTIES, INC. X 3 17700 0 0
HILB ROGAL & HOBBS CO X 1 0 0 5000
HILTON HOTELS CORP X 1 6200 0 0
HILTON HOTELS CORP. X 3 55900 0 0
HOLLY CORP. X 3 32400 0 0
HOLOGIC INC COM X 1 0 0 400
HOME DEPOT INC X 1 479974 0 3359
HOME DEPOT INC X 3 294111 0 6238
HOME DEPOT INC X 1 144224 0 13071
HOME DEPOT INC X 3 6600 0 0
HOME PROPERTIES INC (REIT) X 1 1000 0 0
HOME PROPERTIES INC (REIT) X 1 6200 0 1500
HOME PROPERTIES OF NEW YORK INC X 2 56900 0 0
HOMESTORE.COM, INC. X 3 203100 0 0
HONEYWELL INTERNATIONAL INCORPORATED X 2 17312 0 0
HONEYWELL INTL INC X 3 35960 0 0
HONEYWELL INTL INC COM X 1 94134 0 200
HONEYWELL INTL INC COM X 1 79931 0 687
HORACE MANN EDUCATORS CORP. X 3 49200 0 0
HOSPIRA INC X 1 13864 0 0
HOSPIRA INC X 3 0 0 20
HOSPIRA INC X 1 9836 0 1470
HOSPIRA INC X 3 55 0 0
HOT TOPIC INC X 1 675 0 0
HOT TOPIC, INC. X 3 63700 0 0
HOVNANIAN ENTERPRISES, INC., CLASS A X 3 16500 0 0
HOVNANIAN ENTERPRISES-A X 1 1900 0 0
HUBBELL INC CL B X 1 0 0 500
HUDSON RIVER BANCORP, INC. X 3 1900 0 0
HUDSON TECHNOLOGIES INC X 1 22574 0 0
HUMAN GENOME SCIENCES INC X 1 6200 0 0
HUNTINGTON BANCSHARES INC COM X 1 500 0 0
HUNTINGTON BANCSHARES INC COM X 1 161 0 0
HUTCHINSON TECHNOLOGY INC X 1 535 0 0
HUTTIG BLDG PRODS INC X 1 585 0 0
HUTTIG BLDG PRODS INC X 1 2277 0 0
HYDRIL COMPANY X 1 0 0 2300
I-FLOW CORPORATION X 1 500 0 0
IMS HEALTH INC COM X 1 13910 0 0
IMS HEALTH INC COM X 1 6837 0 1300
ITLA CAPITAL CORP. X 3 2100 0 0
15 of 49
ITT INDUSTRIES INC COMMON STOCK 450911102 212 2646 SHARES
ITT INDUSTRIES INC COMMON STOCK 450911102 173 2164 SHARES
ITT INDUSTRIES, INC. COMMON STOCK 450911102 984 12300 SHARES
ICORIA, INC. COMMON STOCK 451045108 78 162500 SHARES
IDACORP INC COMMON STOCK 451107106 84 2900 SHARES
IDACORP INC COMMON STOCK 451107106 45 1542 SHARES
IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 192 16000 SHARES
IKON OFFICE SOLUTIONS, INC. COMMON STOCK 451713101 762 63400 SHARES
IDENTIX, INC. COMMON STOCK 451906101 408 61299 SHARES
ILLINOIS TOOL WKS INC COM COMMON STOCK 452308109 1962 21060 SHARES
ILLINOIS TOOL WKS INC COM COMMON STOCK 452308109 128 1378 SHARES
ILLINOIS TOOL WKS INC COM COMMON STOCK 452308109 701 7523 SHARES
IMMERSION CORP. COMMON STOCK 452521107 732 137300 SHARES
INDEPENDENCE COMMUNITY BANK COMMON STOCK 453414104 992 25400 SHARES
INDEPENDENT BANK CORP.- MICHIGAN COMMON STOCK 453838104 694 25700 SHARES
INDYMAC BANCORP, INC. COMMON STOCK 456607100 1137 31400 SHARES
INERGY LP COMMON STOCK 456615103 27 1000 SHARES
INFOUSA INCORPORATED NEW COMMON STOCK 456818301 114 12800 SHARES
INGRAM MICRO INC CL A COMMON STOCK 457153104 3 200 SHARES
INTEGRA LIFESCIENCES HOLDING COMMON STOCK 457985208 13 400 SHARES
INTERGRATED DEVICE TECH INC COMMON STOCK 458118106 5 500 SHARES
INTEL CORP COMMON STOCK 458140100 19117 952977 SHARES
INTEL CORP COMMON STOCK 458140100 9929 494971 SHARES
INTEL CORP COMMON STOCK 458140100 7514 374553 SHARES
INTERGRAPH CORP COMMON STOCK 458683109 228 8400 SHARES
INTERMAGNETICS GENERAL CORP COMMON STOCK 458771102 208 9000 SHARES
IBM COMMON STOCK 459200101 11381 132731 SHARES
INTERNATIONAL BUSINESS MACHINES CO COMMON STOCK 459200101 4378 51061 SHARES
INTERNATIONAL BUSINESS MACHINES CORP COMMON STOCK 459200101 37866 441643 SHARES
INTERNATIONAL BUSINESS MACHINES CORP COMMON STOCK 459200101 2764 32236 SHARES
INTERNATIONAL BUSINESS MACHINES CORP COMMON STOCK 459200101 17780 207368 SHARES
INTERNATIONAL BUSINESS MACHINES CORP COMMON STOCK 459200101 582 6792 SHARES
INTL FLAVORS & FRAGRANCES INC COM COMMON STOCK 459506101 27 700 SHARES
INTERNATIONAL GAME TECH COM COMMON STOCK 459902102 5 140 SHARES
INTERNATIONAL GAME TECH COM COMMON STOCK 459902102 22 600 SHARES
INTERNATIONAL PAPER CO COM COMMON STOCK 460146103 1467 36295 SHARES
INTERNATIONAL PAPER CO COM COMMON STOCK 460146103 738 18251 SHARES
INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 7090 206719 SHARES
INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 1143 33342 SHARES
INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 844 24601 SHARES
INTL RECTIFIER CORP COMMON STOCK 460254105 8358 243673 SHARES
INTERNATIONAL SPEEDWAY CORP CL A COMMON STOCK 460335201 140 2800 SHARES
INTERNATIONAL SPEEDWAY CORP CL A COMMON STOCK 460335201 6 120 SHARES
INTERNATIONAL SPEEDWAY CORP., CLASS A COMMON STOCK 460335201 1198 24000 SHARES
INTERPUBLIC GROUP COS INC COM COMMON STOCK 460690100 2 174 SHARES
INTERPUBLIC GROUP COS INC COM COMMON STOCK 460690100 5 515 SHARES
INTERPUBLIC GROUP COS INC COM COMMON STOCK 460690100 2 200 SHARES
INTUIT INC COM COMMON STOCK 461202103 145 3200 SHARES
INTUIT INC COM COMMON STOCK 461202103 7 150 SHARES
INTUIT, INC. COMMON STOCK 461202103 1294 28500 SHARES
INVACARE CORP COM COMMON STOCK 461203101 18 400 SHARES
INVESTORS FINANCIAL SERVICES CORP COMMON STOCK 461915100 18 398 SHARES
ISHARES MSCI JAPAN INDEX FD COMMON STOCK 464286848 24 2500 SHARES
ISHARES S&P 500 BARRA VALUE INDEX FD COMMON STOCK 464287408 86 1500 SHARES
ISHARES LEHMAN 7-10 YRS TREAS COMMON STOCK 464287440 13 150 SHARES
ISHARES RUSSELL 2000 VALUE COMMON STOCK 464287630 17 100 SHARES
ISHARES TRUST DOW JONES COMMON STOCK 464287721 892 20767 SHARES
ISIS PHARMACEUTICALS COM COMMON STOCK 464330109 2 350 SHARES
ISIS PHARMACEUTICALS, INC. COMMON STOCK 464330109 564 115000 SHARES
ITRON INC COM COMMON STOCK 465741106 143 8200 SHARES
IVAX CORP COMMON STOCK 465823102 9 468 SHARES
J JILL GROUP INC COMMON STOCK 466189107 38 1900 SHARES
J JILL GROUP INC COMMON STOCK 466189107 42 2100 SHARES
JLG INDUSTRIES INC COMMON STOCK 466210101 15 900 SHARES
JMAR TECHNOLOGIES INC COMMON STOCK 466212107 1 1000 SHARES
JABIL CIRCUIT INC COMMON STOCK 466313103 1806 78513 SHARES
JABIL CIRCUIT INC COMMON STOCK 466313103 1686 73309 SHARES
JABIL CIRCUIT INC COMMON STOCK 466313103 429 18650 SHARES
JACOBS ENGINEERING GROUP INC COM COMMON STOCK 469814107 13 350 SHARES
JEFFERSON PILOT CORP COM COMMON STOCK 475070108 619 12474 SHARES
JEFFERSON PILOT CORP COM COMMON STOCK 475070108 609 12268 SHARES
JETBLUE AIRWAYS CORPORATION COMMON STOCK 477143101 61 2900 SHARES
JETBLUE AIRWAYS CORPORATION COMMON STOCK 477143101 67 3200 SHARES
JOHNSON & JOHNSON COMMON STOCK 478160104 27188 482550 SHARES
JOHNSON & JOHNSON COMMON STOCK 478160104 10708 190066 SHARES
ITT INDUSTRIES INC X 1 2566 0 80
ITT INDUSTRIES INC X 1 1364 0 800
ITT INDUSTRIES, INC. X 3 12300 0 0
ICORIA, INC. X 3 162500 0 0
IDACORP INC X 1 0 0 2900
IDACORP INC X 1 300 0 1242
IKON OFFICE SOLUTIONS INC X 1 0 0 16000
IKON OFFICE SOLUTIONS, INC. X 3 63400 0 0
IDENTIX, INC. X 3 61299 0 0
ILLINOIS TOOL WKS INC COM X 1 21060 0 0
ILLINOIS TOOL WKS INC COM X 3 258 0 1120
ILLINOIS TOOL WKS INC COM X 1 7523 0 0
IMMERSION CORP. X 3 137300 0 0
INDEPENDENCE COMMUNITY BANK X 3 25400 0 0
INDEPENDENT BANK CORP.- MICHIGAN X 3 25700 0 0
INDYMAC BANCORP, INC. X 3 31400 0 0
INERGY LP X 1 1000 0 0
INFOUSA INCORPORATED NEW X 1 0 0 12800
INGRAM MICRO INC CL A X 1 200 0 0
INTEGRA LIFESCIENCES HOLDING X 1 400 0 0
INTERGRATED DEVICE TECH INC X 1 500 0 0
INTEL CORP X 1 944219 0 8758
INTEL CORP X 3 475611 0 19360
INTEL CORP X 1 333368 0 41185
INTERGRAPH CORP X 1 0 0 8400
INTERMAGNETICS GENERAL CORP X 1 0 0 9000
IBM X 3 132731 0 0
INTERNATIONAL BUSINESS MACHINES CO X 2 51061 0 0
INTERNATIONAL BUSINESS MACHINES CORP X 1 437060 0 4583
INTERNATIONAL BUSINESS MACHINES CORP X 3 28236 0 4000
INTERNATIONAL BUSINESS MACHINES CORP X 1 185914 0 21454
INTERNATIONAL BUSINESS MACHINES CORP X 3 4392 0 2400
INTL FLAVORS & FRAGRANCES INC COM X 1 700 0 0
INTERNATIONAL GAME TECH COM X 1 140 0 0
INTERNATIONAL GAME TECH COM X 1 100 0 500
INTERNATIONAL PAPER CO COM X 1 35495 0 800
INTERNATIONAL PAPER CO COM X 1 15240 0 3011
INTERNATIONAL RECTIFIER CORP X 1 204141 0 2578
INTERNATIONAL RECTIFIER CORP X 3 33342 0 0
INTERNATIONAL RECTIFIER CORP X 1 21676 0 2925
INTL RECTIFIER CORP X 3 243673 0 0
INTERNATIONAL SPEEDWAY CORP CL A X 1 2800 0 0
INTERNATIONAL SPEEDWAY CORP CL A X 1 120 0 0
INTERNATIONAL SPEEDWAY CORP., CLASS A X 3 24000 0 0
INTERPUBLIC GROUP COS INC COM X 1 174 0 0
INTERPUBLIC GROUP COS INC COM X 3 515 0 0
INTERPUBLIC GROUP COS INC COM X 1 200 0 0
INTUIT INC COM X 1 3200 0 0
INTUIT INC COM X 1 0 0 150
INTUIT, INC. X 3 28500 0 0
INVACARE CORP COM X 1 400 0 0
INVESTORS FINANCIAL SERVICES CORP X 1 398 0 0
ISHARES MSCI JAPAN INDEX FD X 1 2500 0 0
ISHARES S&P 500 BARRA VALUE INDEX FD X 1 1500 0 0
ISHARES LEHMAN 7-10 YRS TREAS X 1 0 0 150
ISHARES RUSSELL 2000 VALUE X 1 100 0 0
ISHARES TRUST DOW JONES X 2 20767 0 0
ISIS PHARMACEUTICALS COM X 1 350 0 0
ISIS PHARMACEUTICALS, INC. X 3 115000 0 0
ITRON INC COM X 1 0 0 8200
IVAX CORP X 1 468 0 0
J JILL GROUP INC X 1 1900 0 0
J JILL GROUP INC X 3 2100 0 0
JLG INDUSTRIES INC X 1 900 0 0
JMAR TECHNOLOGIES INC X 1 1000 0 0
JABIL CIRCUIT INC X 1 78513 0 0
JABIL CIRCUIT INC X 3 62658 0 10651
JABIL CIRCUIT INC X 1 18650 0 0
JACOBS ENGINEERING GROUP INC COM X 1 350 0 0
JEFFERSON PILOT CORP COM X 1 9626 0 2848
JEFFERSON PILOT CORP COM X 1 12268 0 0
JETBLUE AIRWAYS CORPORATION X 1 2900 0 0
JETBLUE AIRWAYS CORPORATION X 3 3200 0 0
JOHNSON & JOHNSON X 1 479045 0 3505
JOHNSON & JOHNSON X 3 189166 0 900
16 of 49
JOHNSON & JOHNSON COMMON STOCK 478160104 32057 569045 SHARES
JOHNSON & JOHNSON COMMON STOCK 478160104 1934 34341 SHARES
JOHNSON & JOHNSON COMMON STOCK 478160104 400 7100 SHARES
JONES APPAREL GROUP INC COM COMMON STOCK 480074103 291 8125 SHARES
JOS A BANK CLOTHIERS INC COMMON STOCK 480838101 19 700 SHARES
JOURNAL REGISTER CO COMMON STOCK 481138105 79 4200 SHARES
JOY GLOBAL INCORPORATED COMMON STOCK 481165108 100 2900 SHARES
JOY GLOBAL INCORPORATED COMMON STOCK 481165108 110 3200 SHARES
KCS ENERGY INC COMMON STOCK 482434206 125 9000 SHARES
KCS ENERGY, INC. COMMON STOCK 482434206 142 10200 SHARES
K V PHARMACEUTICAL CO CL A COMMON STOCK 482740206 240 13400 SHARES
KANSAS LIFE INS CO COM COMMON STOCK 484836101 170 4000 SHARES
KELLOGG CO COM COMMON STOCK 487836108 1337 31346 SHARES
KELLOGG CO COM COMMON STOCK 487836108 1035 24272 SHARES
KENSEY NASH CORP COM COMMON STOCK 490057106 37 1400 SHARES
KERR MCGEE CORP COMMON STOCK 492386107 73 1283 SHARES
KERR MCGEE CORP COMMON STOCK 492386107 7 117 SHARES
KERR MCGEE CORP COMMON STOCK 492386107 29 500 SHARES
KEYCORP COMMON STOCK 493267108 1134 35896 SHARES
KEYCORP COMMON STOCK 493267108 844 26700 SHARES
KEYCORP COMMON STOCK 493267108 327 10352 SHARES
KEYCORP COMMON STOCK 493267108 335 10600 SHARES
KEYCORP COMMON STOCK 493267108 158 5000 SHARES
KIMBERLY CLARK CORP COMMON STOCK 494368103 5935 91884 SHARES
KIMBERLY CLARK CORP COMMON STOCK 494368103 754 11675 SHARES
KIMBERLY CLARK CORP COMMON STOCK 494368103 7352 113831 SHARES
KIMBERLY CLARK CORPORATION COMMON STOCK 494368103 323 5000 SHARES
KINDER MORGAN ENERGY PARTNERS LP COMMON STOCK 494550106 177 3780 SHARES
KINDER MORGAN ENERGY PARTNERS LP COMMON STOCK 494550106 117 2500 SHARES
KING PHARMACEUTICALS INC COM COMMON STOCK 495582108 14 1200 SHARES
KING PHARMACEUTICALS INC COM COMMON STOCK 495582108 1 100 SHARES
KNIGHT RIDDER INC COMMON STOCK 499040103 26 400 SHARES
KNIGHT TRADING GROUP INC COM COMMON STOCK 499063105 69 7500 SHARES
KNIGHT TRADING GROUP INC COM COMMON STOCK 499063105 424 46000 SHARES
KOHLS CORP COM COMMON STOCK 500255104 326 6770 SHARES
KOHLS CORP COM COMMON STOCK 500255104 118 2440 SHARES
KOHLS CORP COM COMMON STOCK 500255104 241 5000 SHARES
KOMAG, INC. COMMON STOCK 500453204 503 36200 SHARES
KRISPY KREME DOUGHNUTS INC COM COMMON STOCK 501014104 1 100 SHARES
KROGER CO COMMON STOCK 501044101 619 39910 SHARES
KROGER CO COMMON STOCK 501044101 63 4050 SHARES
KRONOS INCORPORATED COMMON STOCK 501052104 182 4100 SHARES
KULICKE & SOFFA INDUSTRIES COMMON STOCK 501242101 254 45000 SHARES
LSI LOGIC CORP COM COMMON STOCK 502161102 1 200 SHARES
LA JOLLA PHARMACEUTICAL CO. COMMON STOCK 503459109 358 117400 SHARES
LABOR READY, INC. COMMON STOCK 505401208 386 27500 SHARES
LAM RESH CORP COMMON STOCK 512807108 101 4600 SHARES
LAM RESH CORP COMMON STOCK 512807108 112 5100 SHARES
LAMAR ADVERTISING CO COM COMMON STOCK 512815101 8 200 SHARES
LANDAMERICA FINANCIAL GROUP, INC. COMMON STOCK 514936103 1083 23800 SHARES
LARGE SCALE BIOLOGY CORP COM COMMON STOCK 517053104 2 2000 SHARES
LATTICE SEMICONDUCTOR CORP. COMMON STOCK 518415104 1577 321200 SHARES
ESTEE LAUDER CO COMMON STOCK 518439104 8974 214700 SHARES
LAUDER ESTEE CO CL A COMMON STOCK 518439104 6117 146328 SHARES
LAUDER ESTEE CO CL A COMMON STOCK 518439104 1098 26268 SHARES
LAUDER ESTEE CO CL A COMMON STOCK 518439104 333 7975 SHARES
LAUREATE EDUCATION INC COMMON STOCK 518613104 37 1000 SHARES
LAUREATE EDUCATION, INC. COMMON STOCK 518613104 283 7600 SHARES
LEAR CORP COMMON STOCK 521865105 6412 117767 SHARES
LEAR CORP COMMON STOCK 521865105 5490 100824 SHARES
LEAR CORP COMMON STOCK 521865105 1744 32022 SHARES
LEAR CORP COMMON STOCK 521865105 221 4050 SHARES
LEESPORT FINANCIAL CORP COMMON STOCK 524477106 61 2696 SHARES
LEESPORT FINANCIAL CORP COMMON STOCK 524477106 5 200 SHARES
LEGGETT & PLATT INC COMMON STOCK 524660107 87 3100 SHARES
LEGGETT AND PLATT, INC. COMMON STOCK 524660107 778 27700 SHARES
LEGG MASON INC COMMON STOCK 524901105 107 2010 SHARES
LEGG MASON INC COMMON STOCK 524901105 180 3375 SHARES
LEHMAN BROTHERS HLDGS INC COM COMMON STOCK 524908100 465 5829 SHARES
LEHMAN BROTHERS HLDGS INC COM COMMON STOCK 524908100 63 790 SHARES
LEHMAN BROTHERS HLDGS INC COM COMMON STOCK 524908100 96 1200 SHARES
LENNAR CORP CL A COMMON STOCK 526057104 90 1900 SHARES
LENNAR CORP., CLASS A COMMON STOCK 526057104 776 16300 SHARES
LEXINGTON CORP PROPERTIES TR (REIT) COMMON STOCK 529043101 32 1482 SHARES
LEXMARK INTL INC CL A COMMON STOCK 529771107 29 340 SHARES
JOHNSON & JOHNSON X 1 550418 0 18627
JOHNSON & JOHNSON X 2 34341 0 0
JOHNSON & JOHNSON X 3 7100 0 0
JONES APPAREL GROUP INC COM X 1 8125 0 0
JOS A BANK CLOTHIERS INC X 1 700 0 0
JOURNAL REGISTER CO X 1 0 0 4200
JOY GLOBAL INCORPORATED X 1 2900 0 0
JOY GLOBAL INCORPORATED X 3 3200 0 0
KCS ENERGY INC X 1 0 0 9000
KCS ENERGY, INC. X 3 10200 0 0
K V PHARMACEUTICAL CO CL A X 1 0 0 13400
KANSAS LIFE INS CO COM X 1 4000 0 0
KELLOGG CO COM X 1 31346 0 0
KELLOGG CO COM X 1 21875 0 2397
KENSEY NASH CORP COM X 1 0 0 1400
KERR MCGEE CORP X 1 483 0 800
KERR MCGEE CORP X 3 117 0 0
KERR MCGEE CORP X 1 500 0 0
KEYCORP X 1 35896 0 0
KEYCORP X 3 26700 0 0
KEYCORP X 1 9802 0 550
KEYCORP X 2 10600 0 0
KEYCORP X 3 4000 0 1000
KIMBERLY CLARK CORP X 1 91294 0 590
KIMBERLY CLARK CORP X 3 11675 0 0
KIMBERLY CLARK CORP X 1 90406 0 23425
KIMBERLY CLARK CORPORATION X 2 5000 0 0
KINDER MORGAN ENERGY PARTNERS LP X 1 3780 0 0
KINDER MORGAN ENERGY PARTNERS LP X 1 500 0 2000
KING PHARMACEUTICALS INC COM X 1 1200 0 0
KING PHARMACEUTICALS INC COM X 1 100 0 0
KNIGHT RIDDER INC X 1 400 0 0
KNIGHT TRADING GROUP INC COM X 1 7500 0 0
KNIGHT TRADING GROUP INC COM X 3 46000 0 0
KOHLS CORP COM X 1 6770 0 0
KOHLS CORP COM X 1 2440 0 0
KOHLS CORP COM X 3 5000 0 0
KOMAG, INC. X 3 36200 0 0
KRISPY KREME DOUGHNUTS INC COM X 1 100 0 0
KROGER CO X 1 39910 0 0
KROGER CO X 1 3550 0 500
KRONOS INCORPORATED X 1 300 0 3800
KULICKE & SOFFA INDUSTRIES X 3 45000 0 0
LSI LOGIC CORP COM X 1 200 0 0
LA JOLLA PHARMACEUTICAL CO. X 3 117400 0 0
LABOR READY, INC. X 3 27500 0 0
LAM RESH CORP X 1 4600 0 0
LAM RESH CORP X 3 5100 0 0
LAMAR ADVERTISING CO COM X 1 200 0 0
LANDAMERICA FINANCIAL GROUP, INC. X 3 23800 0 0
LARGE SCALE BIOLOGY CORP COM X 1 2000 0 0
LATTICE SEMICONDUCTOR CORP. X 3 321200 0 0
ESTEE LAUDER CO X 3 214700 0 0
LAUDER ESTEE CO CL A X 1 143583 0 2745
LAUDER ESTEE CO CL A X 3 26268 0 0
LAUDER ESTEE CO CL A X 1 6225 0 1750
LAUREATE EDUCATION INC X 1 1000 0 0
LAUREATE EDUCATION, INC. X 3 7600 0 0
LEAR CORP X 1 116802 0 965
LEAR CORP X 3 96919 0 3905
LEAR CORP X 1 31022 0 1000
LEAR CORP X 3 4050 0 0
LEESPORT FINANCIAL CORP X 1 2696 0 0
LEESPORT FINANCIAL CORP X 1 200 0 0
LEGGETT & PLATT INC X 1 3100 0 0
LEGGETT AND PLATT, INC. X 3 27700 0 0
LEGG MASON INC X 1 2010 0 0
LEGG MASON INC X 1 3375 0 0
LEHMAN BROTHERS HLDGS INC COM X 1 5829 0 0
LEHMAN BROTHERS HLDGS INC COM X 1 790 0 0
LEHMAN BROTHERS HLDGS INC COM X 3 1200 0 0
LENNAR CORP CL A X 1 1900 0 0
LENNAR CORP., CLASS A X 3 16300 0 0
LEXINGTON CORP PROPERTIES TR (REIT) X 1 1482 0 0
LEXMARK INTL INC CL A X 1 340 0 0
17 of 49
LIBERTY MEDIA CORP COMMON STOCK 530718105 6708 769224 SHARES
LIBERTY MEDIA CORP CL A COMMON STOCK 530718105 5001 573458 SHARES
LIBERTY MEDIA CORP CL A COMMON STOCK 530718105 825 94658 SHARES
LIBERTY MEDIA CORP CL A COMMON STOCK 530718105 1106 126860 SHARES
LIBERTY MEDIA CORP -B COMMON STOCK 530718204 240 26000 SHARES
LIBERTY MEDIA INTL INC-A COMMON STOCK 530719103 117 3513 SHARES
LIBERTY MEDIA INTL INC-A COMMON STOCK 530719103 183 5497 SHARES
LIBERTY MEDIA CORP COMMON STOCK 530719202 47 1300 SHARES
LIBERTY PROPERTY TRUST (REIT) COMMON STOCK 531172104 4 100 SHARES
ELI LILLY & CO COMMON STOCK 532457108 649 10800 SHARES
LILLY ELI & CO COMMON STOCK 532457108 7052 117428 SHARES
LILLY ELI & CO COMMON STOCK 532457108 687 11437 SHARES
LILLY ELI & CO COMMON STOCK 532457108 8184 136282 SHARES
LIMITED BRANDS, INC COM COMMON STOCK 532716107 11 500 SHARES
LINCARE HOLDINGS INC COM COMMON STOCK 532791100 104 3500 SHARES
LINCARE HOLDINGS INC COM COMMON STOCK 532791100 3 100 SHARES
LINCARE HOLDINGS, INC. COMMON STOCK 532791100 900 30300 SHARES
LINCOLN NATIONAL CORP. COMMON STOCK 534187109 10921 232363 SHARES
LINCOLN NATL CORP IND COMMON STOCK 534187109 5831 124058 SHARES
LINCOLN NATL CORP IND COMMON STOCK 534187109 942 20040 SHARES
LINEAR TECHNOLOGY CORP COM COMMON STOCK 535678106 73 2023 SHARES
LINENS N THINGS INC COM COMMON STOCK 535679104 181 7800 SHARES
LIONBRIDGE TECHNOLOGIES, INC. COMMON STOCK 536252109 387 45100 SHARES
LIVEPERSON, INC. COMMON STOCK 538146101 147 45100 SHARES
LIZ CLAIBORNE INC COMMON STOCK 539320101 181 4796 SHARES
LIZ CLAIBORNE INC COMMON STOCK 539320101 60 1594 SHARES
LIZ CLAIBORNE INC COMMON STOCK 539320101 75 2000 SHARES
LIZ CLAIBORNE, INC. COMMON STOCK 539320101 619 16400 SHARES
LOCKHEED MARTIN CORPORATION COMMON STOCK 539830109 826 14800 SHARES
LOCKHEED MARTIN CORPORATION COM COMMON STOCK 539830109 8949 160442 SHARES
LOCKHEED MARTIN CORPORATION COM COMMON STOCK 539830109 8286 148552 SHARES
LOCKHEED MARTIN CORPORATION COM COMMON STOCK 539830109 1347 24142 SHARES
LODGENET ENTERTAINMENT CORP COMMON STOCK 540211109 77 5800 SHARES
LOEWS CORP COM COMMON STOCK 540424108 53 900 SHARES
LOEWS CORP COM COMMON STOCK 540424108 23 400 SHARES
LOEWS CORP-CAROLINA GROUP COMMON STOCK 540424207 73 3000 SHARES
LONE STAR STEAKHOUSE & SALOON COMMON STOCK 542307103 907 35100 SHARES
LOUISIANA PAC CORP COMMON STOCK 546347105 52 2004 SHARES
LOWES COS INC COM COMMON STOCK 548661107 2389 43949 SHARES
LOWES COS INC COM COMMON STOCK 548661107 38 700 SHARES
LOWES COS INC COM COMMON STOCK 548661107 796 14646 SHARES
LUBRIZOL CORP COMMON STOCK 549271104 114 3300 SHARES
LUBRIZOL CORP COMMON STOCK 549271104 718 20765 SHARES
LUBRIZOL CORP COMMON STOCK 549271104 69 2000 SHARES
LUBRIZOL CORP. COMMON STOCK 549271104 664 19200 SHARES
LUCENT TECHNOLOGIES COMMON STOCK 549463107 628 198059 SHARES
LUCENT TECHNOLOGIES COMMON STOCK 549463107 879 277330 SHARES
LUCENT TECHNOLOGIES COMMON STOCK 549463107 302 95335 SHARES
LUCENT TECHNOLOGIES COMMON STOCK 549463107 10 3144 SHARES
LUCENT TECHNOLOGIES INCORPORATED COMMON STOCK 549463107 161 50758 SHARES
LYONDELL CHEMICAL COMPANY COM COMMON STOCK 552078107 6 250 SHARES
M.D.C. HOLDINGS, INC. COMMON STOCK 552676108 585 8000 SHARES
MCI INC COMMON STOCK 552691107 6 365 SHARES
MCI INC COMMON STOCK 552691107 26 1563 SHARES
MGI PHARMA INC COM COMMON STOCK 552880106 112 4200 SHARES
MGI PHARMA INC COM COMMON STOCK 552880106 131 4900 SHARES
THE MACERICH COMPANY (REIT) COMMON STOCK 554382101 24 450 SHARES
MACROVISION CORP. COMMON STOCK 555904101 732 30400 SHARES
MAGELAN MIDSTREAM PARTNERS LP COMMON STOCK 559080106 346 6300 SHARES
MAGNA INTERNATIONAL, INC., CLASS A COMMON STOCK 559222401 1689 22800 SHARES
MANITOWOC CO INC COM COMMON STOCK 563571108 291 8200 SHARES
MANOR CARE INC COM COMMON STOCK 564055101 210 7000 SHARES
MARATHON OIL CORP COMMON STOCK 565849106 1367 33125 SHARES
MARATHON OIL CORP COMMON STOCK 565849106 261 6310 SHARES
MARATHON OIL CORP COMMON STOCK 565849106 407 9855 SHARES
MARKEL CORP COM COMMON STOCK 570535104 31 100 SHARES
MARKEL CORP COM COMMON STOCK 570535104 131 425 SHARES
MARSH & MCLENNAN COMPANIES INC COMMON STOCK 571748102 1293 28250 SHARES
MARSH & MCLENNAN COS INC COM COMMON STOCK 571748102 1643 35906 SHARES
MARSH & MCLENNAN COS INC COM COMMON STOCK 571748102 2020 44144 SHARES
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 376 9325 SHARES
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 371 9200 SHARES
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 145 3600 SHARES
MARRIOTT INTL INC CL A COMMON STOCK 571903202 26 500 SHARES
MARRIOTT INTL INC CL A COMMON STOCK 571903202 39 745 SHARES
LIBERTY MEDIA CORP X 3 769224 0 0
LIBERTY MEDIA CORP CL A X 1 572738 0 720
LIBERTY MEDIA CORP CL A X 3 94658 0 0
LIBERTY MEDIA CORP CL A X 1 125460 0 1400
LIBERTY MEDIA CORP -B X 1 26000 0 0
LIBERTY MEDIA INTL INC-A X 1 3513 0 0
LIBERTY MEDIA INTL INC-A X 1 5497 0 0
LIBERTY MEDIA CORP X 1 1300 0 0
LIBERTY PROPERTY TRUST (REIT) X 1 100 0 0
ELI LILLY & CO X 3 10800 0 0
LILLY ELI & CO X 1 117178 0 250
LILLY ELI & CO X 3 5906 0 5531
LILLY ELI & CO X 1 132982 0 3300
LIMITED BRANDS, INC COM X 1 500 0 0
LINCARE HOLDINGS INC COM X 1 3500 0 0
LINCARE HOLDINGS INC COM X 1 100 0 0
LINCARE HOLDINGS, INC. X 3 30300 0 0
LINCOLN NATIONAL CORP. X 3 232363 0 0
LINCOLN NATL CORP IND X 1 122603 0 1455
LINCOLN NATL CORP IND X 1 19125 0 915
LINEAR TECHNOLOGY CORP COM X 1 2023 0 0
LINENS N THINGS INC COM X 1 0 0 7800
LIONBRIDGE TECHNOLOGIES, INC. X 3 45100 0 0
LIVEPERSON, INC. X 3 45100 0 0
LIZ CLAIBORNE INC X 1 4796 0 0
LIZ CLAIBORNE INC X 1 1594 0 0
LIZ CLAIBORNE INC X 3 2000 0 0
LIZ CLAIBORNE, INC. X 3 16400 0 0
LOCKHEED MARTIN CORPORATION X 2 14800 0 0
LOCKHEED MARTIN CORPORATION COM X 1 158317 0 2125
LOCKHEED MARTIN CORPORATION COM X 3 148552 0 0
LOCKHEED MARTIN CORPORATION COM X 1 23767 0 375
LODGENET ENTERTAINMENT CORP X 1 0 0 5800
LOEWS CORP COM X 1 900 0 0
LOEWS CORP COM X 1 400 0 0
LOEWS CORP-CAROLINA GROUP X 1 3000 0 0
LONE STAR STEAKHOUSE & SALOON X 3 35100 0 0
LOUISIANA PAC CORP X 1 0 0 2004
LOWES COS INC COM X 1 43949 0 0
LOWES COS INC COM X 3 0 0 700
LOWES COS INC COM X 1 14346 0 300
LUBRIZOL CORP X 1 3300 0 0
LUBRIZOL CORP X 1 20765 0 0
LUBRIZOL CORP X 3 2000 0 0
LUBRIZOL CORP. X 3 19200 0 0
LUCENT TECHNOLOGIES X 1 197531 0 528
LUCENT TECHNOLOGIES X 3 275794 0 1536
LUCENT TECHNOLOGIES X 1 91623 0 3712
LUCENT TECHNOLOGIES X 3 3144 0 0
LUCENT TECHNOLOGIES INCORPORATED X 2 50758 0 0
LYONDELL CHEMICAL COMPANY COM X 1 250 0 0
M.D.C. HOLDINGS, INC. X 3 8000 0 0
MCI INC X 1 365 0 0
MCI INC X 3 1563 0 0
MGI PHARMA INC COM X 1 4200 0 0
MGI PHARMA INC COM X 3 4900 0 0
THE MACERICH COMPANY (REIT) X 1 450 0 0
MACROVISION CORP. X 3 30400 0 0
MAGELAN MIDSTREAM PARTNERS LP X 2 6300 0 0
MAGNA INTERNATIONAL, INC., CLASS A X 3 22800 0 0
MANITOWOC CO INC COM X 1 0 0 8200
MANOR CARE INC COM X 1 7000 0 0
MARATHON OIL CORP X 1 32925 0 200
MARATHON OIL CORP X 3 6310 0 0
MARATHON OIL CORP X 1 8555 0 1300
MARKEL CORP COM X 1 100 0 0
MARKEL CORP COM X 1 425 0 0
MARSH & MCLENNAN COMPANIES INC X 2 28250 0 0
MARSH & MCLENNAN COS INC COM X 1 35906 0 0
MARSH & MCLENNAN COS INC COM X 1 44144 0 0
MARSHALL & ILSLEY CORP X 1 9325 0 0
MARSHALL & ILSLEY CORP X 1 9200 0 0
MARSHALL & ILSLEY CORP X 3 0 0 3600
MARRIOTT INTL INC CL A X 1 500 0 0
MARRIOTT INTL INC CL A X 1 745 0 0
18 of 49
MARTHA STEWART LIVING-CL A COMMON STOCK 573083102 16 1001 SHARES
MARTIN MARIETTA MATERIALS INC COMMON STOCK 573284106 25 550 SHARES
MASCO CORP COMMON STOCK 574599106 796 23055 SHARES
MASCO CORP COMMON STOCK 574599106 745 21569 SHARES
MASCO CORP COMMON STOCK 574599106 90 2600 SHARES
MASSEY ENERGY CO COM COMMON STOCK 576206106 64 2200 SHARES
MASSEY ENERGY CO COM COMMON STOCK 576206106 52 1800 SHARES
MASTEC INC COMMON STOCK 576323109 41 7900 SHARES
MASTEC INC COMMON STOCK 576323109 499 95200 SHARES
MATERIAL SCIENCES CORP COMMON STOCK 576674105 1 100 SHARES
MATRIA HEALTHCARE INCORPORATED COMMON STOCK 576817209 3 100 SHARES
MATTEL INC COMMON STOCK 577081102 5198 286683 SHARES
MATTEL INC COMMON STOCK 577081102 6509 358989 SHARES
MATTEL INC COMMON STOCK 577081102 971 53543 SHARES
MATTHEWS INTL CORP CL A COMMON STOCK 577128101 10 300 SHARES
MAXTOR CORP. COMMON STOCK 577729205 568 109300 SHARES
MAY DEPT STORES & CO COM COMMON STOCK 577778103 389 15186 SHARES
MAY DEPT STORES & CO COM COMMON STOCK 577778103 126 4929 SHARES
MAVERICK TUBE CORP COMMON STOCK 577914104 40 1300 SHARES
MAVERICK TUBE CORP COMMON STOCK 577914104 43 1400 SHARES
MAYTAG CORPORATION COMMON STOCK 578592107 61 3332 SHARES
MAYTAG CORPORATION COMMON STOCK 578592107 21 1125 SHARES
MCCORMICK & CO INC COMMON STOCK 579780107 9 262 SHARES
MCCORMICK & CO-NON VTG SHS COMMON STOCK 579780206 904 26324 SHARES
MCCORMICK & CO-NON VTG SHS COMMON STOCK 579780206 148 4300 SHARES
MCDATA CORP COMMON STOCK 580031201 4 728 SHARES
MCDONALDS CORP COM COMMON STOCK 580135101 1493 53258 SHARES
MCDONALDS CORP COM COMMON STOCK 580135101 1371 48924 SHARES
MC GRAW HILL COMPANIES INC COMMON STOCK 580645109 653 8195 SHARES
MC GRAW HILL COMPANIES INC COMMON STOCK 580645109 1254 15740 SHARES
MCGRAW-HILL COS., INC. COMMON STOCK 580645109 1562 19600 SHARES
MCMORAN EXPLORATION CO COMMON STOCK 582411104 2 125 SHARES
MCMORAN EXPLORATION CO COMMON STOCK 582411104 2 125 SHARES
MEADWESTVACO CORP COMMON STOCK 583334107 106 3315 SHARES
MEADWESTVACO CORP COMMON STOCK 583334107 13 400 SHARES
MECHANICAL TECHNOLOGY INC COM COMMON STOCK 583538103 3 800 SHARES
MEDAREX INC COMMON STOCK 583916101 95 12900 SHARES
MEDAREX INC COMMON STOCK 583916101 1110 150300 SHARES
MEDIMMUNE INC COM COMMON STOCK 584699102 5 200 SHARES
MEDTRONIC INC COMMON STOCK 585055106 12361 238161 SHARES
MEDTRONIC INC COMMON STOCK 585055106 9699 186873 SHARES
MEDTRONIC INC COMMON STOCK 585055106 2958 56999 SHARES
MEMBERWORKS, INC. COMMON STOCK 586002107 659 25100 SHARES
MENTOR GRAPHICS CORP. COMMON STOCK 587200106 261 23800 SHARES
MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 345 7188 SHARES
MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 4455 92888 SHARES
MERCANTILE BANKSHARES CORP COMMON STOCK 587405101 115 2400 SHARES
MERCK & CO INC COMMON STOCK 589331107 13558 410860 SHARES
MERCK & CO INC COMMON STOCK 589331107 5066 153520 SHARES
MERCK & CO INC COMMON STOCK 589331107 14592 442194 SHARES
MERCK & CO INC COMMON STOCK 589331107 249 7545 SHARES
MEREDITH CORP COM COMMON STOCK 589433101 92 1800 SHARES
MEREDITH CORP. COMMON STOCK 589433101 750 14600 SHARES
MERIDIAN GOLD INCORPORATED COMMON STOCK 589975101 4 250 SHARES
MERRILL LYNCH & CO INC COMMON STOCK 590188108 2033 40893 SHARES
MERRILL LYNCH & CO INC COMMON STOCK 590188108 1325 26659 SHARES
MERRILL LYNCH & COMPANY INCORPORATED COMMON STOCK 590188108 467 9400 SHARES
METHODE ELECTRONICS, INC., CLASS A COMMON STOCK 591520200 770 60200 SHARES
MICROS SYSTEMS INC COMMON STOCK 594901100 120 2400 SHARES
MICROSOFT CORP COMMON STOCK 594918104 27183 983127 SHARES
MICROSOFT CORP COMMON STOCK 594918104 19696 712372 SHARES
MICROSOFT CORP COMMON STOCK 594918104 10411 376523 SHARES
MICROSOFT CORP COMMON STOCK 594918104 476 17200 SHARES
MICRON TECHNOLOGY INC COM COMMON STOCK 595112103 2 200 SHARES
MICRON TECHNOLOGY INC COM COMMON STOCK 595112103 53 4400 SHARES
MIDCAP SPDR TRUST SERIES 1 S&P 400 COMMON STOCK 595635103 3445 31793 SHARES
MIDCAP SPDR TRUST SERIES 1 S&P 400 COMMON STOCK 595635103 580 5354 SHARES
MIDLAND CO COMMON STOCK 597486109 101 3692 SHARES
MILACRON INC COMMON STOCK 598709103 6 1767 SHARES
MILLENNIUM PHARMACEUTICALS COM COMMON STOCK 599902103 34 2500 SHARES
MILLS CORP COMMON STOCK 601148109 1084 20900 SHARES
MILLS CORP COM COMMON STOCK 601148109 1482 28565 SHARES
MILLS CORP COM COMMON STOCK 601148109 355 6845 SHARES
MILLS CORPORATION COMMON STOCK 601148109 778 15000 SHARES
MINDSPEED TECHNOLOGIES INC COMMON STOCK 602682106 1 672 SHARES
MARTHA STEWART LIVING-CL A X 1 1001 0 0
MARTIN MARIETTA MATERIALS INC X 1 550 0 0
MASCO CORP X 1 23055 0 0
MASCO CORP X 1 21569 0 0
MASCO CORP X 3 2600 0 0
MASSEY ENERGY CO COM X 1 2200 0 0
MASSEY ENERGY CO COM X 1 1800 0 0
MASTEC INC X 1 7900 0 0
MASTEC INC X 3 95200 0 0
MATERIAL SCIENCES CORP X 1 100 0 0
MATRIA HEALTHCARE INCORPORATED X 1 100 0 0
MATTEL INC X 1 282189 0 4494
MATTEL INC X 3 358989 0 0
MATTEL INC X 1 49251 0 4292
MATTHEWS INTL CORP CL A X 1 300 0 0
MAXTOR CORP. X 3 109300 0 0
MAY DEPT STORES & CO COM X 1 15186 0 0
MAY DEPT STORES & CO COM X 1 4179 0 750
MAVERICK TUBE CORP X 1 1300 0 0
MAVERICK TUBE CORP X 3 1400 0 0
MAYTAG CORPORATION X 1 3332 0 0
MAYTAG CORPORATION X 1 1125 0 0
MCCORMICK & CO INC X 1 262 0 0
MCCORMICK & CO-NON VTG SHS X 1 26324 0 0
MCCORMICK & CO-NON VTG SHS X 1 4300 0 0
MCDATA CORP X 1 728 0 0
MCDONALDS CORP COM X 1 53258 0 0
MCDONALDS CORP COM X 1 41616 0 7308
MC GRAW HILL COMPANIES INC X 1 8195 0 0
MC GRAW HILL COMPANIES INC X 1 11940 0 3800
MCGRAW-HILL COS., INC. X 3 19600 0 0
MCMORAN EXPLORATION CO X 1 125 0 0
MCMORAN EXPLORATION CO X 1 125 0 0
MEADWESTVACO CORP X 1 3315 0 0
MEADWESTVACO CORP X 1 400 0 0
MECHANICAL TECHNOLOGY INC COM X 1 800 0 0
MEDAREX INC X 1 12900 0 0
MEDAREX INC X 3 150300 0 0
MEDIMMUNE INC COM X 1 0 0 200
MEDTRONIC INC X 1 234352 0 3809
MEDTRONIC INC X 3 182380 0 4493
MEDTRONIC INC X 1 45611 0 11388
MEMBERWORKS, INC. X 3 25100 0 0
MENTOR GRAPHICS CORP. X 3 23800 0 0
MERCANTILE BANKSHARES CORP X 1 7188 0 0
MERCANTILE BANKSHARES CORP X 1 86654 0 6234
MERCANTILE BANKSHARES CORP X 3 0 0 2400
MERCK & CO INC X 1 408294 0 2566
MERCK & CO INC X 3 147790 0 5730
MERCK & CO INC X 1 399534 0 42660
MERCK & CO INC X 3 6545 0 1000
MEREDITH CORP COM X 1 1800 0 0
MEREDITH CORP. X 3 14600 0 0
MERIDIAN GOLD INCORPORATED X 1 250 0 0
MERRILL LYNCH & CO INC X 1 39643 0 1250
MERRILL LYNCH & CO INC X 1 25164 0 1495
MERRILL LYNCH & COMPANY INCORPORATED X 2 9400 0 0
METHODE ELECTRONICS, INC., CLASS A X 3 60200 0 0
MICROS SYSTEMS INC X 1 0 0 2400
MICROSOFT CORP X 1 973297 0 9830
MICROSOFT CORP X 3 688838 0 23534
MICROSOFT CORP X 1 333457 0 43066
MICROSOFT CORP X 3 14700 0 2500
MICRON TECHNOLOGY INC COM X 1 0 0 200
MICRON TECHNOLOGY INC COM X 1 4400 0 0
MIDCAP SPDR TRUST SERIES 1 S&P 400 X 1 31793 0 0
MIDCAP SPDR TRUST SERIES 1 S&P 400 X 1 5354 0 0
MIDLAND CO X 1 3692 0 0
MILACRON INC X 1 1767 0 0
MILLENNIUM PHARMACEUTICALS COM X 1 0 0 2500
MILLS CORP X 3 20900 0 0
MILLS CORP COM X 1 26965 0 1600
MILLS CORP COM X 1 6845 0 0
MILLS CORPORATION X 2 15000 0 0
MINDSPEED TECHNOLOGIES INC X 1 672 0 0
19 of 49
MINDSPEED TECHNOLOGIES INC COMMON STOCK 602682106 1 266 SHARES
MISSION RESOURCES CORPORATION COMMON STOCK 605109107 71 11272 SHARES
MISSION RESOURCES CORPORATION COMMON STOCK 605109107 78 12428 SHARES
MISSION WEST PROPERTIES, INC. COMMON STOCK 605203108 335 32400 SHARES
MOBIUS MANAGEMENT SYSTEMS INC COMMON STOCK 606925105 41 4500 SHARES
MOBIUS MANAGEMENT SYSTEMS INC COMMON STOCK 606925105 47 5200 SHARES
MODEM MEDIA INC COMMON STOCK 607533106 80 14900 SHARES
MODEM MEDIA INC COMMON STOCK 607533106 93 17300 SHARES
MOHAWK INDUSTRIES INC COM COMMON STOCK 608190104 72 910 SHARES
MOLEX INC COM COMMON STOCK 608554101 277 9295 SHARES
MOLEX INC CL A COMMON STOCK 608554200 7 250 SHARES
MOODYS CORP COMMON STOCK 615369105 154 2100 SHARES
MOODYS CORP COMMON STOCK 615369105 311 4249 SHARES
MOOG INC CL A COMMON STOCK 615394202 3 90 SHARES
MORGAN STANLEY COMMON STOCK 617446448 11950 242397 SHARES
MORGAN STANLEY COMMON STOCK 617446448 11960 242596 SHARES
MORGAN STANLEY COMMON STOCK 617446448 2569 52105 SHARES
MORGAN STANLEY COMMON STOCK 617446448 21 424 SHARES
MOTOROLA INC COMMON STOCK 620076109 3029 167906 SHARES
MOTOROLA INC COMMON STOCK 620076109 1230 68200 SHARES
MOTOROLA INC COMMON STOCK 620076109 1499 83119 SHARES
MOTOROLA INC COMMON STOCK 620076109 253 14018 SHARES
MOTOROLA INCORPORATED COMMON STOCK 620076109 456 25250 SHARES
MUELLER INDS INC COM COMMON STOCK 624756102 283 6600 SHARES
MURPHY OIL CORP COMMON STOCK 626717102 347 4000 SHARES
MURPHY OIL CORP COMMON STOCK 626717102 87 1000 SHARES
MURPHY OIL CORP. COMMON STOCK 626717102 3132 36100 SHARES
MYLAN LABORATORIES INC COMMON STOCK 628530107 46 2541 SHARES
MYLAN LABORATORIES INC COMMON STOCK 628530107 52 2902 SHARES
NBT BANCORP, INC. COMMON STOCK 628778102 747 31900 SHARES
NCO GROUP INC COM COMMON STOCK 628858102 256 9500 SHARES
NRG ENERGY INC COMMON STOCK 629377508 539 20000 SHARES
NABI BIOPHARMACEUTICALS COMMON STOCK 629519109 482 36000 SHARES
NASDAQ-100 SHARES COMMON STOCK 631100104 1497 42607 SHARES
NASDAQ-100 SHARES COMMON STOCK 631100104 70 2000 SHARES
NATIONAL CITY CORP COM COMMON STOCK 635405103 1301 33691 SHARES
NATIONAL CITY CORP COM COMMON STOCK 635405103 44 1148 SHARES
NATIONAL CITY CORP. COMMON STOCK 635405103 1077 27889 SHARES
NATL FUEL GAS CO COMMON STOCK 636180101 57 2013 SHARES
NATIONAL OILWELL INC COM COMMON STOCK 637071101 138 4200 SHARES
NATIONAL OILWELL INC COM COMMON STOCK 637071101 110 3355 SHARES
NATIONAL-OILWELL, INC. COMMON STOCK 637071101 1229 37400 SHARES
NATIONAL PENN BANCSHARES INC COMMON STOCK 637138108 136 4248 SHARES
NATIONAL PENN BANCSHARES INC COMMON STOCK 637138108 136 4248 SHARES
NATIONAL SEMICONDUCTOR CORP COM COMMON STOCK 637640103 26 1700 SHARES
NATIONAL SEMICONDUCTOR CORP COM COMMON STOCK 637640103 72 4640 SHARES
NATIONWIDE FINL SVCS INC COMMON STOCK 638612101 71 2010 SHARES
NATIONWIDE FINL SVCS INC COMMON STOCK 638612101 8 238 SHARES
NATIONWIDE HEALTH PROPERTIES (REIT) COMMON STOCK 638620104 31 1500 SHARES
NAVARRE CORPORATION COMMON STOCK 639208107 32 2200 SHARES
NAVARRE CORPORATION COMMON STOCK 639208107 38 2600 SHARES
NEOGEN CORPORATION COMMON STOCK 640491106 22 1125 SHARES
NEW PLAN EXCEL REALTY TR (REIT) COMMON STOCK 648053106 195 7780 SHARES
NEW PLAN EXCEL REALTY TR (REIT) COMMON STOCK 648053106 251 10020 SHARES
NEW PLAN EXCEL REALTY TRUST INC COMMON STOCK 648053106 730 29200 SHARES
NEW YORK TIMES CO CL A COMMON STOCK 650111107 78 1995 SHARES
NEW YORK TIMES CO CL A COMMON STOCK 650111107 22 550 SHARES
NEWELL RUBBERMAID IN COMMON STOCK 651229106 728 36320 SHARES
NEWELL RUBBERMAID INC COM COMMON STOCK 651229106 1928 96197 SHARES
NEWELL RUBBERMAID INC COM COMMON STOCK 651229106 878 43823 SHARES
NEWFIELD EXPLORATION CO COMMON STOCK 651290108 141 2300 SHARES
NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 1243 20300 SHARES
NEWMARKET CORPORATION COMMON STOCK 651587107 37 1792 SHARES
NEWMARKET CORPORATION COMMON STOCK 651587107 220 10540 SHARES
NEW MILFORD BANCORP COMMON STOCK 651633109 385 13000 SHARES
NEWMONT MINING COMMON STOCK 651639106 59 1300 SHARES
NEWMONT MINING COMMON STOCK 651639106 180 3946 SHARES
NICOR INC COMMON STOCK 654086107 22 600 SHARES
NICOR INC COMMON STOCK 654086107 22 600 SHARES
NICOR, INC. COMMON STOCK 654086107 385 10500 SHARES
NIKE INC CL B COMMON STOCK 654106103 150 1907 SHARES
NIKE INC CL B COMMON STOCK 654106103 56 715 SHARES
NIKE, INC., CLASS B COMMON STOCK 654106103 693 8800 SHARES
NOKIA CORP ADR 654902204 1070 78000 SHARES
NOBLE ENERGY INC COMMON STOCK 655044105 113 1934 SHARES
MINDSPEED TECHNOLOGIES INC X 1 266 0 0
MISSION RESOURCES CORPORATION X 1 11272 0 0
MISSION RESOURCES CORPORATION X 3 12428 0 0
MISSION WEST PROPERTIES, INC. X 3 32400 0 0
MOBIUS MANAGEMENT SYSTEMS INC X 1 4500 0 0
MOBIUS MANAGEMENT SYSTEMS INC X 3 5200 0 0
MODEM MEDIA INC X 1 14900 0 0
MODEM MEDIA INC X 3 17300 0 0
MOHAWK INDUSTRIES INC COM X 1 910 0 0
MOLEX INC COM X 1 9295 0 0
MOLEX INC CL A X 1 250 0 0
MOODYS CORP X 1 2100 0 0
MOODYS CORP X 1 2849 0 1400
MOOG INC CL A X 1 90 0 0
MORGAN STANLEY X 1 241278 0 1119
MORGAN STANLEY X 3 236475 0 6121
MORGAN STANLEY X 1 50918 0 1187
MORGAN STANLEY X 3 424 0 0
MOTOROLA INC X 1 166956 0 950
MOTOROLA INC X 3 65300 0 2900
MOTOROLA INC X 1 80309 0 2810
MOTOROLA INC X 3 14018 0 0
MOTOROLA INCORPORATED X 2 25250 0 0
MUELLER INDS INC COM X 1 0 0 6600
MURPHY OIL CORP X 1 4000 0 0
MURPHY OIL CORP X 1 0 0 1000
MURPHY OIL CORP. X 3 36100 0 0
MYLAN LABORATORIES INC X 1 2541 0 0
MYLAN LABORATORIES INC X 1 1577 0 1325
NBT BANCORP, INC. X 3 31900 0 0
NCO GROUP INC COM X 1 0 0 9500
NRG ENERGY INC X 1 20000 0 0
NABI BIOPHARMACEUTICALS X 1 36000 0 0
NASDAQ-100 SHARES X 1 42607 0 0
NASDAQ-100 SHARES X 1 2000 0 0
NATIONAL CITY CORP COM X 1 33691 0 0
NATIONAL CITY CORP COM X 1 1148 0 0
NATIONAL CITY CORP. X 3 27889 0 0
NATL FUEL GAS CO X 1 2013 0 0
NATIONAL OILWELL INC COM X 1 4200 0 0
NATIONAL OILWELL INC COM X 1 3355 0 0
NATIONAL-OILWELL, INC. X 3 37400 0 0
NATIONAL PENN BANCSHARES INC X 1 4248 0 0
NATIONAL PENN BANCSHARES INC X 1 4248 0 0
NATIONAL SEMICONDUCTOR CORP COM X 1 1700 0 0
NATIONAL SEMICONDUCTOR CORP COM X 1 4640 0 0
NATIONWIDE FINL SVCS INC X 1 2010 0 0
NATIONWIDE FINL SVCS INC X 1 238 0 0
NATIONWIDE HEALTH PROPERTIES (REIT) X 1 1500 0 0
NAVARRE CORPORATION X 1 2200 0 0
NAVARRE CORPORATION X 3 2600 0 0
NEOGEN CORPORATION X 1 0 0 1125
NEW PLAN EXCEL REALTY TR (REIT) X 1 7780 0 0
NEW PLAN EXCEL REALTY TR (REIT) X 1 10020 0 0
NEW PLAN EXCEL REALTY TRUST INC X 2 29200 0 0
NEW YORK TIMES CO CL A X 1 1995 0 0
NEW YORK TIMES CO CL A X 1 550 0 0
NEWELL RUBBERMAID IN X 3 36320 0 0
NEWELL RUBBERMAID INC COM X 1 95847 0 350
NEWELL RUBBERMAID INC COM X 1 42023 0 1800
NEWFIELD EXPLORATION CO X 1 2300 0 0
NEWFIELD EXPLORATION CO. X 3 20300 0 0
NEWMARKET CORPORATION X 1 1792 0 0
NEWMARKET CORPORATION X 1 10540 0 0
NEW MILFORD BANCORP X 13000 0 0
NEWMONT MINING X 1 1300 0 0
NEWMONT MINING X 1 3046 0 900
NICOR INC X 1 600 0 0
NICOR INC X 1 0 0 600
NICOR, INC. X 3 10500 0 0
NIKE INC CL B X 1 1907 0 0
NIKE INC CL B X 1 715 0 0
NIKE, INC., CLASS B X 3 8800 0 0
NOKIA CORP X 3 78000 0 0
NOBLE ENERGY INC X 1 1934 0 0
20 of 49
NORDSTROM INC COM COMMON STOCK 655664100 172 4500 SHARES
NORDSTROM, INC. COMMON STOCK 655664100 1533 40100 SHARES
NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 1201 40400 SHARES
NORFOLK SOUTHN CORP COMMON STOCK 655844108 585 19674 SHARES
NORFOLK SOUTHN CORP COMMON STOCK 655844108 1422 47807 SHARES
NORFOLK SOUTHN CORP COMMON STOCK 655844108 13 450 SHARES
NORTEL NETWORKS CORPORATION COMMON STOCK 656568102 36 10706 SHARES
NORTHERN BORDER PARTNERS LP UNIT LTD COMMON STOCK 664785102 32 700 SHARES
NORTHERN BORDER PARTNERS LP UNIT LTD COMMON STOCK 664785102 229 5000 SHARES
NORTHERN BORDER PARTNERS LP UNIT LTD COMMON STOCK 664785102 69 1500 SHARES
NORTHERN TR CORP COM COMMON STOCK 665859104 80 1972 SHARES
NORTHERN TR CORP COM COMMON STOCK 665859104 9 225 SHARES
NORTHERN TRUST CORP. COMMON STOCK 665859104 600 14700 SHARES
NORTHROP GRUMMAN CO COMMON STOCK 666807102 1275 23895 SHARES
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 2421 45404 SHARES
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 399 7488 SHARES
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 107 2000 SHARES
NORTHWEST AIRLINES CORP CL A COMMON STOCK 667280101 34 4200 SHARES
NORTHWEST AIRLINES CORP., CLASS A COMMON STOCK 667280101 296 36000 SHARES
NORTHWEST NATURAL GAS COMPANY COMMON STOCK 667655104 67 2100 SHARES
NORTHWEST NATURAL GAS COMPANY COMMON STOCK 667655104 50 1575 SHARES
NOVASTAR FINANCIAL, INC. COMMON STOCK 669947400 1099 25200 SHARES
NOVELL INC COMMON STOCK 670006105 3995 633168 SHARES
NOVELL INC COMMON STOCK 670006105 5822 922686 SHARES
NOVELL INC COMMON STOCK 670006105 299 47320 SHARES
NOVELLUS SYS INC COM COMMON STOCK 670008101 66 2460 SHARES
NOVELLUS SYS INC COM COMMON STOCK 670008101 24 900 SHARES
NOVELLUS SYSTEMS, INC. COMMON STOCK 670008101 550 20700 SHARES
NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 304 14600 SHARES
NOVEN PHARMACEUTICALS INC COMMON STOCK 670009109 15 700 SHARES
NUCOR CORP COMMON STOCK 670346105 101 1100 SHARES
NUCOR CORP COMMON STOCK 670346105 43 470 SHARES
NUCOR CORP. COMMON STOCK 670346105 914 10000 SHARES
OGE ENERGY CORP COM COMMON STOCK 670837103 70 2760 SHARES
OGE ENERGY CORP COM COMMON STOCK 670837103 101 3986 SHARES
OM GROUP, INC. COMMON STOCK 670872100 578 15800 SHARES
OCCIDENTAL PETE CORP COM COMMON STOCK 674599105 358 6400 SHARES
OCCIDENTAL PETE CORP COM COMMON STOCK 674599105 6 100 SHARES
OCEANEERING INTL INC COM COMMON STOCK 675232102 15 400 SHARES
OFFICE DEPOT INC COMMON STOCK 676220106 32 2100 SHARES
OFFICE DEPOT INC COMMON STOCK 676220106 7 450 SHARES
OFFSHORE LOGISTICS INCORPORATED COMMON STOCK 676255102 77 2250 SHARES
OFFSHORE LOGISTICS INCORPORATED COMMON STOCK 676255102 77 2250 SHARES
OIL SERVICE HOLDERS TRUST COMMON STOCK 678002106 8 100 SHARES
OIL STATES INTL INC COMMON STOCK 678026105 198 10600 SHARES
OLD NATIONAL BANCORP COM COMMON STOCK 680033107 149 6006 SHARES
OLD REPUBLIC INTERNATIONAL CORP. COMMON STOCK 680223104 2129 85050 SHARES
OLD REPUBLIC INTL CORP COM COMMON STOCK 680223104 344 13750 SHARES
OMNICARE INC COM COMMON STOCK 681904108 99 3500 SHARES
OMNICOM GROUP INC COM COMMON STOCK 681919106 544 7450 SHARES
OMNICOM GROUP INC COM COMMON STOCK 681919106 347 4750 SHARES
OMNICOM GROUP, INC. COMMON STOCK 681919106 1322 18100 SHARES
OMEGA FINANCIAL CORP COMMON STOCK 682092101 44 1276 SHARES
OMEGA FINANCIAL CORP COMMON STOCK 682092101 531 15334 SHARES
OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 85 6000 SHARES
ON SEMICONDUCTOR CORPORATION COMMON STOCK 682189105 92 29300 SHARES
ON SEMICONDUCTOR CORPORATION COMMON STOCK 682189105 104 33200 SHARES
ON SEMICONDUCTOR CORPORATION COMMON STOCK 682189105 2 650 SHARES
ONEOK INC COMMON STOCK 682680103 36 1400 SHARES
ONEOK INC COMMON STOCK 682680103 31 1200 SHARES
ONEOK, INC. COMMON STOCK 682680103 388 14900 SHARES
ONYX SOFTWARE CORP. COMMON STOCK 683402200 118 32750 SHARES
OSHKOSH TRUCK CORP COMMON STOCK 688239201 3 50 SHARES
OTTER TAIL CORPORATION COMMON STOCK 689648103 6 240 SHARES
PICO HOLDINGS INC COM COMMON STOCK 693366205 470 24704 SHARES
PLX TECHNOLOGY, INC. COMMON STOCK 693417107 407 56400 SHARES
PMC COMMERCIAL TRUST COMMON STOCK 693434102 4 244 SHARES
PNC FINL SVCS GROUP COM COMMON STOCK 693475105 8698 160785 SHARES
PNC FINL SVCS GROUP COM COMMON STOCK 693475105 22 400 SHARES
PNC FINL SVCS GROUP COM COMMON STOCK 693475105 4371 80787 SHARES
PNC FINL SVCS GROUP COM COMMON STOCK 693475105 173 3200 SHARES
PPG INDS INC COMMON STOCK 693506107 747 12186 SHARES
PPG INDS INC COMMON STOCK 693506107 3005 49036 SHARES
PACCAR INC COMMON STOCK 693718108 415 6000 SHARES
PACIFICARE HEALTH SYSTEMS, INC. COMMON STOCK 695112102 539 14700 SHARES
NORDSTROM INC COM X 1 4500 0 0
NORDSTROM, INC. X 3 40100 0 0
NORFOLK SOUTHERN CORP. X 3 40400 0 0
NORFOLK SOUTHN CORP X 1 19374 0 300
NORFOLK SOUTHN CORP X 1 43907 0 3900
NORFOLK SOUTHN CORP X 3 450 0 0
NORTEL NETWORKS CORPORATION X 2 10706 0 0
NORTHERN BORDER PARTNERS LP UNIT LTD X 1 700 0 0
NORTHERN BORDER PARTNERS LP UNIT LTD X 3 5000 0 0
NORTHERN BORDER PARTNERS LP UNIT LTD X 1 1500 0 0
NORTHERN TR CORP COM X 1 1972 0 0
NORTHERN TR CORP COM X 1 225 0 0
NORTHERN TRUST CORP. X 3 14700 0 0
NORTHROP GRUMMAN CO X 3 23895 0 0
NORTHROP GRUMMAN CORP X 1 45224 0 180
NORTHROP GRUMMAN CORP X 1 7488 0 0
NORTHROP GRUMMAN CORP X 3 1400 0 600
NORTHWEST AIRLINES CORP CL A X 1 4200 0 0
NORTHWEST AIRLINES CORP., CLASS A X 3 36000 0 0
NORTHWEST NATURAL GAS COMPANY X 1 2100 0 0
NORTHWEST NATURAL GAS COMPANY X 1 1575 0 0
NOVASTAR FINANCIAL, INC. X 3 25200 0 0
NOVELL INC X 1 620778 0 12390
NOVELL INC X 3 922686 0 0
NOVELL INC X 1 39895 0 7425
NOVELLUS SYS INC COM X 1 2460 0 0
NOVELLUS SYS INC COM X 1 900 0 0
NOVELLUS SYSTEMS, INC. X 3 20700 0 0
NOVEN PHARMACEUTICALS INC X 1 0 0 14600
NOVEN PHARMACEUTICALS INC X 1 0 0 700
NUCOR CORP X 1 1100 0 0
NUCOR CORP X 1 470 0 0
NUCOR CORP. X 3 10000 0 0
OGE ENERGY CORP COM X 1 2760 0 0
OGE ENERGY CORP COM X 1 3986 0 0
OM GROUP, INC. X 3 15800 0 0
OCCIDENTAL PETE CORP COM X 1 4900 0 1500
OCCIDENTAL PETE CORP COM X 1 100 0 0
OCEANEERING INTL INC COM X 1 400 0 0
OFFICE DEPOT INC X 1 2100 0 0
OFFICE DEPOT INC X 1 0 0 450
OFFSHORE LOGISTICS INCORPORATED X 1 2250 0 0
OFFSHORE LOGISTICS INCORPORATED X 3 2250 0 0
OIL SERVICE HOLDERS TRUST X 1 100 0 0
OIL STATES INTL INC X 1 0 0 10600
OLD NATIONAL BANCORP COM X 1 6006 0 0
OLD REPUBLIC INTERNATIONAL CORP. X 3 85050 0 0
OLD REPUBLIC INTL CORP COM X 1 13750 0 0
OMNICARE INC COM X 1 3500 0 0
OMNICOM GROUP INC COM X 1 7450 0 0
OMNICOM GROUP INC COM X 1 4750 0 0
OMNICOM GROUP, INC. X 3 18100 0 0
OMEGA FINANCIAL CORP X 1 1276 0 0
OMEGA FINANCIAL CORP X 1 11000 0 4334
OMNIVISION TECHNOLOGIES INC X 1 0 0 6000
ON SEMICONDUCTOR CORPORATION X 1 29300 0 0
ON SEMICONDUCTOR CORPORATION X 3 33200 0 0
ON SEMICONDUCTOR CORPORATION X 1 650 0 0
ONEOK INC X 1 1400 0 0
ONEOK INC X 1 1200 0 0
ONEOK, INC. X 3 14900 0 0
ONYX SOFTWARE CORP. X 3 32750 0 0
OSHKOSH TRUCK CORP X 1 50 0 0
OTTER TAIL CORPORATION X 1 240 0 0
PICO HOLDINGS INC COM X 1 0 0 24704
PLX TECHNOLOGY, INC. X 3 56400 0 0
PMC COMMERCIAL TRUST X 1 244 0 0
PNC FINL SVCS GROUP COM X 1 159425 0 1360
PNC FINL SVCS GROUP COM X 3 0 0 400
PNC FINL SVCS GROUP COM X 1 77617 0 3170
PNC FINL SVCS GROUP COM X 3 3200 0 0
PPG INDS INC X 1 12186 0 0
PPG INDS INC X 1 47011 0 2025
PACCAR INC X 3 6000 0 0
PACIFICARE HEALTH SYSTEMS, INC. X 3 14700 0 0
21 of 49
PACKETEER INC COM COMMON STOCK 695210104 114 10500 SHARES
PACKETEER INC COM COMMON STOCK 695210104 124 11500 SHARES
PACTIV CORP COM COMMON STOCK 695257105 10 415 SHARES
PALL CORP COM COMMON STOCK 696429307 257 10500 SHARES
PALL CORP COM COMMON STOCK 696429307 49 2000 SHARES
PALL CORP. COMMON STOCK 696429307 2179 89000 SHARES
PALMSOURCE INC COMMON STOCK 697154102 0 10 SHARES
PALMSOURCE INC COMMON STOCK 697154102 1 30 SHARES
PARAMETRIC TECHNOLOGY CORP COM COMMON STOCK 699173100 205 38900 SHARES
PARAMETRIC TECHNOLOGY CORP COM COMMON STOCK 699173100 111 20940 SHARES
PARKER HANNIFIN CORP COMMON STOCK 701094104 377 6400 SHARES
PARKER HANNIFIN CORP COMMON STOCK 701094104 188 3196 SHARES
PARKVALE FINANCIAL CORP COMMON STOCK 701492100 41 1525 SHARES
PATTERSON COMPANIES INC COMMON STOCK 703395103 42 550 SHARES
PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 19 1000 SHARES
PAYCHEX INC COM COMMON STOCK 704326107 340 11277 SHARES
PAYCHEX INC COM COMMON STOCK 704326107 38 1274 SHARES
PEETS COFFEE & TEA INC COM COMMON STOCK 705560100 5 200 SHARES
PEETS COFFEE & TEA INC COM COMMON STOCK 705560100 4 175 SHARES
PENN NATL GAMING INC COMMON STOCK 707569109 101 2500 SHARES
PENN NATL GAMING INC COMMON STOCK 707569109 8 200 SHARES
PENNEY J C CO INC COMMON STOCK 708160106 48 1364 SHARES
PENNEY J C CO INC COMMON STOCK 708160106 131 3708 SHARES
PENNEY J C CO INC COMMON STOCK 708160106 71 2000 SHARES
PENNICHUCK CORPORATION NEW COMMON STOCK 708254206 16 667 SHARES
PENNROCK FINANCIAL SERVICES CORP. COMMON STOCK 708352109 233 8400 SHARES
PENNSYLVANIA COMMERCE BANCORP INC COMMON STOCK 708677109 392 8560 SHARES
PENN ESTATE INV TR (REIT) COMMON STOCK 709102107 46 1200 SHARES
PENTAIR INC COM COMMON STOCK 709631105 28 800 SHARES
PENTAIR INC COM COMMON STOCK 709631105 272 7800 SHARES
PEOPLESOFT INC COM COMMON STOCK 712713106 1 50 SHARES
PEPCO HOLDINGS INC COMMON STOCK 713291102 870 43741 SHARES
PEPCO HOLDINGS INC COMMON STOCK 713291102 643 32309 SHARES
PEPCO HOLDINGS INC COMMON STOCK 713291102 758 38106 SHARES
PEPSICO INC COMMON STOCK 713448108 7755 159404 SHARES
PEPSICO INC COM COMMON STOCK 713448108 21557 443094 SHARES
PEPSICO INC COM COMMON STOCK 713448108 16355 336183 SHARES
PEPSICO INC COM COMMON STOCK 713448108 328 6750 SHARES
PEPSICO INCORPORATED COMMON STOCK 713448108 389 8005 SHARES
PERFORMANCE FOOD GROUP CO COMMON STOCK 713755106 576 24295 SHARES
PERFORMANCE FOOD GROUP CO COMMON STOCK 713755106 158 6675 SHARES
PERKINELMER INC COM COMMON STOCK 714046109 69 4000 SHARES
PERKINELMER, INC. COMMON STOCK 714046109 878 51000 SHARES
PEROT SYS CORP CL A COMMON STOCK 714265105 1 50 SHARES
PETSMART INC COMMON STOCK 716768106 68 2400 SHARES
PETSMART INC COMMON STOCK 716768106 28 1000 SHARES
PETSMART, INC. COMMON STOCK 716768106 585 20600 SHARES
PFIZER INC COMMON STOCK 717081103 35708 1166932 SHARES
PFIZER INC COMMON STOCK 717081103 20168 659081 SHARES
PFIZER INC COMMON STOCK 717081103 22876 747597 SHARES
PFIZER INC COMMON STOCK 717081103 1071 34985 SHARES
PHELPS DODGE CORP COMMON STOCK 717265102 37 400 SHARES
PHILLIPS VAN HEUSEN CORP. COMMON STOCK 718592108 746 33500 SHARES
PHOTON DYNAMICS INC COM COMMON STOCK 719364101 138 6800 SHARES
PHOTRONICS, INC. COMMON STOCK 719405102 490 29500 SHARES
PIEDMONT NAT GAS INC COMMON STOCK 720186105 15 339 SHARES
PIER 1 IMPORTS INC COMMON STOCK 720279108 36 2000 SHARES
PIER 1 INC COM COMMON STOCK 720279108 30 1640 SHARES
PINNACLE SYSTEMS, INC. COMMON STOCK 723481107 729 174800 SHARES
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 318 9214 SHARES
PIONEER NATURAL RESOURCES, INC. COMMON STOCK 723787107 2741 79500 SHARES
PIONEER RAILCORP COMMON STOCK 723839106 3 1000 SHARES
PIPER JAFFRAY COMPANIES INC COMMON STOCK 724078100 32 816 SHARES
PIPER JAFFRAY COMPANIES INC COMMON STOCK 724078100 7 169 SHARES
PIPER JAFFRAY COS., INC. COMMON STOCK 724078100 103 2600 SHARES
PITNEY BOWES INC COM COMMON STOCK 724479100 390 8850 SHARES
PITNEY BOWES INC COM COMMON STOCK 724479100 1486 33700 SHARES
PITNEY BOWES INC COM COMMON STOCK 724479100 536 12150 SHARES
PLACER SIERRA BANCSHARES COMMON STOCK 726079106 65 3100 SHARES
PLACER SIERRA BANCSHARES COMMON STOCK 726079106 76 3600 SHARES
PLAINS ALL AMERICAN PIPELINE L P COMMON STOCK 726503105 948 26350 SHARES
PLAINS EXPLORATION & PRODUCT COMPANY COMMON STOCK 726505100 95 4000 SHARES
POGO PRODUCING CO COMMON STOCK 730448107 7 150 SHARES
POLARIS INDUSTRIES, INC. COMMON STOCK 731068102 1206 21600 SHARES
POST PROPERTIES INCORPORATED COMMON STOCK 737464107 344 11500 SHARES
PACKETEER INC COM X 1 10500 0 0
PACKETEER INC COM X 3 11500 0 0
PACTIV CORP COM X 1 415 0 0
PALL CORP COM X 1 10500 0 0
PALL CORP COM X 1 2000 0 0
PALL CORP. X 3 89000 0 0
PALMSOURCE INC X 1 10 0 0
PALMSOURCE INC X 1 30 0 0
PARAMETRIC TECHNOLOGY CORP COM X 1 0 0 38900
PARAMETRIC TECHNOLOGY CORP COM X 1 20940 0 0
PARKER HANNIFIN CORP X 1 6400 0 0
PARKER HANNIFIN CORP X 1 3196 0 0
PARKVALE FINANCIAL CORP X 1 1525 0 0
PATTERSON COMPANIES INC X 1 550 0 0
PATTERSON-UTI ENERGY INC X 1 1000 0 0
PAYCHEX INC COM X 1 11277 0 0
PAYCHEX INC COM X 1 1124 0 150
PEETS COFFEE & TEA INC COM X 1 200 0 0
PEETS COFFEE & TEA INC COM X 1 175 0 0
PENN NATL GAMING INC X 1 500 0 2000
PENN NATL GAMING INC X 1 200 0 0
PENNEY J C CO INC X 1 1364 0 0
PENNEY J C CO INC X 1 3708 0 0
PENNEY J C CO INC X 3 2000 0 0
PENNICHUCK CORPORATION NEW X 1 667 0 0
PENNROCK FINANCIAL SERVICES CORP. X 8400 0 0
PENNSYLVANIA COMMERCE BANCORP INC X 1 8560 0 0
PENN ESTATE INV TR (REIT) X 1 1200 0 0
PENTAIR INC COM X 1 800 0 0
PENTAIR INC COM X 1 7800 0 0
PEOPLESOFT INC COM X 1 50 0 0
PEPCO HOLDINGS INC X 1 42541 0 1200
PEPCO HOLDINGS INC X 3 32309 0 0
PEPCO HOLDINGS INC X 1 36756 0 1350
PEPSICO INC X 3 151871 0 7533
PEPSICO INC COM X 1 439804 0 3290
PEPSICO INC COM X 1 310125 0 26058
PEPSICO INC COM X 3 6750 0 0
PEPSICO INCORPORATED X 2 8005 0 0
PERFORMANCE FOOD GROUP CO X 1 23295 0 1000
PERFORMANCE FOOD GROUP CO X 1 3625 0 3050
PERKINELMER INC COM X 1 4000 0 0
PERKINELMER, INC. X 3 51000 0 0
PEROT SYS CORP CL A X 1 50 0 0
PETSMART INC X 1 2400 0 0
PETSMART INC X 1 0 0 1000
PETSMART, INC. X 3 20600 0 0
PFIZER INC X 1 1155237 0 11695
PFIZER INC X 3 659081 0 0
PFIZER INC X 1 696268 0 51329
PFIZER INC X 3 34005 0 980
PHELPS DODGE CORP X 1 400 0 0
PHILLIPS VAN HEUSEN CORP. X 3 33500 0 0
PHOTON DYNAMICS INC COM X 1 0 0 6800
PHOTRONICS, INC. X 3 29500 0 0
PIEDMONT NAT GAS INC X 1 139 0 200
PIER 1 IMPORTS INC X 3 2000 0 0
PIER 1 INC COM X 1 1640 0 0
PINNACLE SYSTEMS, INC. X 3 174800 0 0
PIONEER NATURAL RESOURCES CO X 1 9214 0 0
PIONEER NATURAL RESOURCES, INC. X 3 79500 0 0
PIONEER RAILCORP X 1 0 0 1000
PIPER JAFFRAY COMPANIES INC X 1 816 0 0
PIPER JAFFRAY COMPANIES INC X 1 73 0 96
PIPER JAFFRAY COS., INC. X 3 2600 0 0
PITNEY BOWES INC COM X 1 8850 0 0
PITNEY BOWES INC COM X 1 23300 0 10400
PITNEY BOWES INC COM X 3 12150 0 0
PLACER SIERRA BANCSHARES X 1 3100 0 0
PLACER SIERRA BANCSHARES X 3 3600 0 0
PLAINS ALL AMERICAN PIPELINE L P X 2 26350 0 0
PLAINS EXPLORATION & PRODUCT COMPANY X 1 4000 0 0
POGO PRODUCING CO X 1 150 0 0
POLARIS INDUSTRIES, INC. X 3 21600 0 0
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22 of 49
POWERWAVE TECHNOLOGIES INC COMMON STOCK 739363109 36 5900 SHARES
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PRECISION CASTPARTS CORP COM COMMON STOCK 740189105 57 950 SHARES
PRESIDENTIAL LIFE CORP. COMMON STOCK 740884101 478 27800 SHARES
PRINCETON REVIEW (THE), INC. COMMON STOCK 742352107 273 36400 SHARES
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PROCTER & GAMBLE CO COMMON STOCK 742718109 9107 168277 SHARES
PROCTER & GAMBLE CO COMMON STOCK 742718109 34932 645458 SHARES
PROCTER & GAMBLE CO COMMON STOCK 742718109 1044 19288 SHARES
PROCTER & GAMBLE CO COMMON STOCK 742718109 682 12600 SHARES
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PROTECTIVE LIFE CORP COM COMMON STOCK 743674103 149 3800 SHARES
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PURE CYCLE CORP COMMON STOCK 746228303 50 6000 SHARES
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QUALCOMM INC COM COMMON STOCK 747525103 248 6350 SHARES
QUALITY SYSTEMS INCORPORATED COMMON STOCK 747582104 51 1000 SHARES
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QUESTAR CORP COM COMMON STOCK 748356102 87 1900 SHARES
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QWEST COMMUNICATIONS INTL INC COMMON STOCK 749121109 12 3657 SHARES
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RC2 CORP. COMMON STOCK 749388104 464 14100 SHARES
RC2 CORPORATION COMMON STOCK 749388104 49 1500 SHARES
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RPM INTL INC COMMON STOCK 749685103 236 13380 SHARES
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RED HAT INC COM COMMON STOCK 756577102 7 600 SHARES
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REYNOLDS AMERICAN INC COMMON STOCK 761713106 179 2638 SHARES
REYNOLDS AMERICAN INC COMMON STOCK 761713106 47 688 SHARES
REYNOLDS AMERICAN, INC. COMMON STOCK 761713106 987 14500 SHARES
RIGGS NATIONAL CORPORATION WASH DC COMMON STOCK 766570105 1 52 SHARES
RITE AID CORP COM COMMON STOCK 767754104 5 1450 SHARES
RITE AID CORP COM COMMON STOCK 767754104 18 5000 SHARES
RITE AID CORP COM COMMON STOCK 767754104 6 1800 SHARES
ROCKWELL AUTOMATION INC. COMMON STOCK 773903109 500 12931 SHARES
ROCKWELL AUTOMATION INC. COMMON STOCK 773903109 140 3617 SHARES
ROCKWELL AUTOMATION, INC. COMMON STOCK 773903109 1672 43200 SHARES
POWERWAVE TECHNOLOGIES INC X 1 5900 0 0
POWERWAVE TECHNOLOGIES INC X 3 6500 0 0
PRECISION CASTPARTS CORP COM X 1 850 0 0
PRECISION CASTPARTS CORP COM X 3 950 0 0
PRESIDENTIAL LIFE CORP. X 3 27800 0 0
PRINCETON REVIEW (THE), INC. X 3 36400 0 0
PROCTER & GAMBLE CO X 1 454584 0 3255
PROCTER & GAMBLE CO X 3 161192 0 7085
PROCTER & GAMBLE CO X 1 515518 0 129940
PROCTER & GAMBLE CO X 2 19288 0 0
PROCTER & GAMBLE CO X 3 7000 0 5600
PROGRESS ENERGY INC COM X 1 10271 0 0
PROGRESS ENERGY INC COM X 3 0 0 400
PROGRESS ENERGY INC COM X 1 10879 0 2200
PROGRESSIVE CORP COM X 1 1249 0 0
PROTECTIVE LIFE CORP COM X 1 3800 0 0
PROVIDENT BANKSHARES CORP. X 3 12400 0 0
PROVIDENT BANKSHARES CORPORATION X 1 1402 0 0
PROVIDENT BANKSHARES CORPORATION X 1 10561 0 0
PROXYMED INCORPORATED NEW X 1 500 0 0
PRUDENTIAL FINANCIAL INC X 1 3458 0 0
PRUDENTIAL FINANCIAL INC X 1 570 0 0
PUBLIC SVC ENTERPRISE GROUP INC X 1 6638 0 0
PUBLIC SVC ENTERPRISE GROUP INC X 1 5835 0 0
PUGET ENERGY INC COM X 1 1211 0 0
PUGET ENERGY INC COM X 1 200 0 0
PULTE CORP. X 3 4400 0 0
PULTE HOMES INC COM X 1 500 0 0
PURE CYCLE CORP X 1 6000 0 0
QUALCOMM INC COM X 1 4114 0 0
QUALCOMM INC COM X 1 5950 0 400
QUALITY SYSTEMS INCORPORATED X 1 0 0 1000
QUANEX CORP. X 3 19900 0 0
QUANEX CORPORATION X 1 900 0 0
QUESTAR CORP COM X 1 1200 0 0
QUESTAR CORP COM X 1 1900 0 0
QWEST COMMUNICATIONS INTL INC X 1 6089 0 0
QWEST COMMUNICATIONS INTL INC X 1 2738 0 919
RAIT INVESTMENT TRUST X 3 12600 0 0
RC2 CORP. X 3 14100 0 0
RC2 CORPORATION X 1 1500 0 0
RPM INCORPORATED OHIO X 2 18300 0 0
RPM INTL INC X 1 933 0 0
RPM INTL INC X 1 13380 0 0
RF MICRO DEVICES INC COM X 1 8500 0 0
RF MICRO DEVICES, INC. X 3 85200 0 0
RADIOSHACK CORP COM X 1 2000 0 0
RADISYS CORP. X 3 32200 0 0
RAILAMERICA INC X 1 0 0 7200
RARE HOSPITALITY INTL INC COM X 1 0 0 2900
RAYMOND JAMES FINANCIAL INC X 1 0 0 7850
RAYONIER INC COM X 1 225 0 0
RAYTHEON X 3 186968 0 0
RAYTHEON CO COM NEW X 1 170156 0 2500
RAYTHEON CO COM NEW X 1 28889 0 4120
REALTY INCOME CORPORATION X 2 5000 0 0
RED HAT INC COM X 1 2000 0 0
RED HAT INC COM X 1 600 0 0
REDWOOD TRUST, INC. X 3 6700 0 0
REEBOK INTERNATIONAL LTD X 1 2000 0 0
REGENT COMMUNICATIONS INC DEL X 1 0 0 29800
RENAL CARE GROUP INC COM X 1 0 0 800
REPUBLIC BANCORP, INC. X 3 62823 0 0
RESPIRONICS INC COM X 1 200 0 0
REX STORES CORP. X 3 32800 0 0
REYNOLDS AMERICAN INC X 1 2638 0 0
REYNOLDS AMERICAN INC X 1 688 0 0
REYNOLDS AMERICAN, INC. X 3 14500 0 0
RIGGS NATIONAL CORPORATION WASH DC X 1 52 0 0
RITE AID CORP COM X 1 1450 0 0
RITE AID CORP COM X 3 5000 0 0
RITE AID CORP COM X 1 1800 0 0
ROCKWELL AUTOMATION INC. X 1 12931 0 0
ROCKWELL AUTOMATION INC. X 1 3617 0 0
ROCKWELL AUTOMATION, INC. X 3 43200 0 0
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ROCKWELL COLLINS COM COMMON STOCK 774341101 133 3581 SHARES
ROCKWELL COLLINS COM COMMON STOCK 774341101 125 3367 SHARES
ROHM & HAAS CO COMMON STOCK 775371107 146 3400 SHARES
ROHM & HAAS CO COMMON STOCK 775371107 537 12500 SHARES
ROHM & HAAS CO. COMMON STOCK 775371107 1272 29600 SHARES
ROSS STORES INC COM COMMON STOCK 778296103 52 2200 SHARES
ROUSE CORP COM COMMON STOCK 779273101 161 2400 SHARES
ROUSE CORP COM COMMON STOCK 779273101 2080 31102 SHARES
ROWAN COS INC COMMON STOCK 779382100 16 600 SHARES
ROWE COMPANIES COMMON STOCK 779528108 152 35813 SHARES
ROXIO, INC. COMMON STOCK 780008108 91 17700 SHARES
ROYCE VALUE TRUST (CE) COMMON STOCK 780910105 688 38304 SHARES
RUBY TUESDAY COMMON STOCK 781182100 50 1800 SHARES
RUDDICK CORP. COMMON STOCK 781258108 703 35800 SHARES
RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 116 6900 SHARES
RUDOLPH TECHNOLOGIES, INC. COMMON STOCK 781270103 785 46900 SHARES
RYANS RESTAURANT GROUP, INC. COMMON STOCK 783520109 492 33150 SHARES
RYDER SYSTEMS, INC. COMMON STOCK 783549108 1181 25100 SHARES
RYLAND GROUP, INC. COMMON STOCK 783764103 1260 13600 SHARES
S & T BANCORP INC COMMON STOCK 783859101 14 400 SHARES
SEI CORP COM COMMON STOCK 784117103 7 200 SHARES
SEI CORP COM COMMON STOCK 784117103 13 390 SHARES
SPX CORP COM COMMON STOCK 784635104 16 445 SHARES
SPX CORP COM COMMON STOCK 784635104 26 708 SHARES
SPX CORP COM COMMON STOCK 784635104 13 375 SHARES
SABRE HOLDINGS CORPORATION COM COMMON STOCK 785905100 11 467 SHARES
SAFEWAY INC COM COMMON STOCK 786514208 45 2330 SHARES
SAFEWAY INC COM COMMON STOCK 786514208 183 9465 SHARES
ST JOE CO COMMON STOCK 790148100 7968 166818 SHARES
ST JOE CO COM COMMON STOCK 790148100 5801 121436 SHARES
ST JOE CO COM COMMON STOCK 790148100 1338 28018 SHARES
ST JOE CO COM COMMON STOCK 790148100 110 2300 SHARES
ST JUDE MEDICAL INC COM COMMON STOCK 790849103 326 4325 SHARES
ST. JUDE MEDICAL, INC. COMMON STOCK 790849103 1671 22200 SHARES
ST MARY LAND & EXPLORATION COMPANY COMMON STOCK 792228108 155 3900 SHARES
ST PAUL TRAVELERS CO COMMON STOCK 792860108 5949 179933 SHARES
ST PAUL TRAVELERS COMPANIES INC COMMON STOCK 792860108 5233 158299 SHARES
ST PAUL TRAVELERS COMPANIES INC COMMON STOCK 792860108 936 28302 SHARES
SALISBURY BANCORP INC. COMMON STOCK 795226109 245 5700 SHARES
SAN JUAN BASIN ROYALTY TR COMMON STOCK 798241105 31 1000 SHARES
SANDY SPRING BANCORP INC COMMON STOCK 800363103 538 16460 SHARES
SANDY SPRING BANCORP INC COMMON STOCK 800363103 173 5300 SHARES
SANMINA-SCI CORP COMMON STOCK 800907107 173 24500 SHARES
SANMINA-SCI CORP COMMON STOCK 800907107 844 119600 SHARES
SANTARUS INC COMMON STOCK 802817304 90 9900 SHARES
SARA LEE CORP COMMON STOCK 803111103 1768 77347 SHARES
SARA LEE CORP COMMON STOCK 803111103 2075 90777 SHARES
SARA LEE CORP COMMON STOCK 803111103 160 7000 SHARES
SAVVIS COMMUNICATIONS CORP COMMON STOCK 805423100 0 100 SHARES
SCHERING PLOUGH CORP COMMON STOCK 806605101 3729 195633 SHARES
SCHERING PLOUGH CORP COMMON STOCK 806605101 2021 106046 SHARES
SCHERING PLOUGH CORP COMMON STOCK 806605101 9 480 SHARES
SCHLUMBERGER LTD COMMON STOCK 806857108 1169 17365 SHARES
SCHOLASTIC CORP COMMON STOCK 807066105 12 400 SHARES
SCHOOL SPECIALTY INC COM COMMON STOCK 807863105 12 300 SHARES
SCHWAB CHARLES CORP NEW COM COMMON STOCK 808513105 141 15314 SHARES
SCHWAB CHARLES CORP NEW COM COMMON STOCK 808513105 4 460 SHARES
SCIENTIFIC ATLANTA INC COMMON STOCK 808655104 41 1600 SHARES
SCOTTS CO CL A COMMON STOCK 810186106 449 7000 SHARES
E.W. SCRIPPS CO., CLASS A COMMON STOCK 811054204 1156 24200 SHARES
SCRIPPS E W CO OHIO CL A COMMON STOCK 811054204 134 2800 SHARES
SEABOARD CORPORATION DELAWARE COMMON STOCK 811543107 146 250 SHARES
SEARS ROEBUCK & CO COMMON STOCK 812387108 320 8036 SHARES
SEARS ROEBUCK & CO COMMON STOCK 812387108 2 50 SHARES
SEARS ROEBUCK & CO COMMON STOCK 812387108 292 7318 SHARES
SECURE COMPUTING CORP. COMMON STOCK 813705100 398 52400 SHARES
SELECT MEDICAL CORP COMMON STOCK 816196109 43 3200 SHARES
SELECTIVE INS GROUP INC COMMON STOCK 816300107 149 4000 SHARES
SEMPRA ENERGY COMMON STOCK 816851109 1477 40800 SHARES
SEMPRA ENERGY COM COMMON STOCK 816851109 177 4900 SHARES
SEMPRA ENERGY COM COMMON STOCK 816851109 19 532 SHARES
SEMITOOL INC COMMON STOCK 816909105 62 8200 SHARES
SEROLOGICALS CORP COMMON STOCK 817523103 87 3740 SHARES
SEROLOGICALS CORP COMMON STOCK 817523103 102 4360 SHARES
7-ELEVEN, INC. COMMON STOCK 817826209 1051 52600 SHARES
ROCKWELL COLLINS COM X 1 3581 0 0
ROCKWELL COLLINS COM X 1 3367 0 0
ROHM & HAAS CO X 1 3400 0 0
ROHM & HAAS CO X 1 12500 0 0
ROHM & HAAS CO. X 3 29600 0 0
ROSS STORES INC COM X 1 2200 0 0
ROUSE CORP COM X 1 2400 0 0
ROUSE CORP COM X 1 31102 0 0
ROWAN COS INC X 3 600 0 0
ROWE COMPANIES X 2 35813 0 0
ROXIO, INC. X 3 17700 0 0
ROYCE VALUE TRUST (CE) X 1 38304 0 0
RUBY TUESDAY X 1 1800 0 0
RUDDICK CORP. X 3 35800 0 0
RUDOLPH TECHNOLOGIES INC X 1 0 0 6900
RUDOLPH TECHNOLOGIES, INC. X 3 46900 0 0
RYANS RESTAURANT GROUP, INC. X 3 33150 0 0
RYDER SYSTEMS, INC. X 3 25100 0 0
RYLAND GROUP, INC. X 3 13600 0 0
S & T BANCORP INC X 1 400 0 0
SEI CORP COM X 1 200 0 0
SEI CORP COM X 1 390 0 0
SPX CORP COM X 1 445 0 0
SPX CORP COM X 3 100 0 608
SPX CORP COM X 1 375 0 0
SABRE HOLDINGS CORPORATION COM X 1 467 0 0
SAFEWAY INC COM X 1 2330 0 0
SAFEWAY INC COM X 1 7965 0 1500
ST JOE CO X 3 166818 0 0
ST JOE CO COM X 1 119726 0 1710
ST JOE CO COM X 1 28018 0 0
ST JOE CO COM X 3 2300 0 0
ST JUDE MEDICAL INC COM X 1 4325 0 0
ST. JUDE MEDICAL, INC. X 3 22200 0 0
ST MARY LAND & EXPLORATION COMPANY X 1 0 0 3900
ST PAUL TRAVELERS CO X 3 179933 0 0
ST PAUL TRAVELERS COMPANIES INC X 1 156569 0 1730
ST PAUL TRAVELERS COMPANIES INC X 1 25701 0 2601
SALISBURY BANCORP INC. X 5700 0 0
SAN JUAN BASIN ROYALTY TR X 1 1000 0 0
SANDY SPRING BANCORP INC X 1 11460 0 5000
SANDY SPRING BANCORP INC X 1 5300 0 0
SANMINA-SCI CORP X 1 24500 0 0
SANMINA-SCI CORP X 3 119600 0 0
SANTARUS INC X 1 0 0 9900
SARA LEE CORP X 1 76347 0 1000
SARA LEE CORP X 1 73777 0 17000
SARA LEE CORP X 3 5000 0 2000
SAVVIS COMMUNICATIONS CORP X 1 100 0 0
SCHERING PLOUGH CORP X 1 195633 0 0
SCHERING PLOUGH CORP X 1 83264 0 22782
SCHERING PLOUGH CORP X 3 480 0 0
SCHLUMBERGER LTD X 3 17365 0 0
SCHOLASTIC CORP X 1 400 0 0
SCHOOL SPECIALTY INC COM X 1 0 0 300
SCHWAB CHARLES CORP NEW COM X 1 15314 0 0
SCHWAB CHARLES CORP NEW COM X 1 460 0 0
SCIENTIFIC ATLANTA INC X 1 0 0 1600
SCOTTS CO CL A X 1 7000 0 0
E.W. SCRIPPS CO., CLASS A X 3 24200 0 0
SCRIPPS E W CO OHIO CL A X 1 2800 0 0
SEABOARD CORPORATION DELAWARE X 1 0 0 250
SEARS ROEBUCK & CO X 1 8036 0 0
SEARS ROEBUCK & CO X 3 50 0 0
SEARS ROEBUCK & CO X 1 7318 0 0
SECURE COMPUTING CORP. X 3 52400 0 0
SELECT MEDICAL CORP X 1 3200 0 0
SELECTIVE INS GROUP INC X 1 4000 0 0
SEMPRA ENERGY X 3 40800 0 0
SEMPRA ENERGY COM X 1 4900 0 0
SEMPRA ENERGY COM X 1 532 0 0
SEMITOOL INC X 1 0 0 8200
SEROLOGICALS CORP X 1 3740 0 0
SEROLOGICALS CORP X 3 4360 0 0
7-ELEVEN, INC. X 3 52600 0 0
24 of 49
SHERWIN WILLIAMS CO COM COMMON STOCK 824348106 224 5100 SHARES
SHOPKO STORES, INC. COMMON STOCK 824911101 738 42400 SHARES
SHUFFLE MASTER INC COMMON STOCK 825549108 75 2000 SHARES
SHUFFLE MASTER INC COMMON STOCK 825549108 82 2200 SHARES
SIEBEL SYSTEMS INC COM COMMON STOCK 826170102 57 7550 SHARES
SIERRA PAC RES COMMON STOCK 826428104 7 761 SHARES
SILICON GRAPHICS INC COM COMMON STOCK 827056102 0 110 SHARES
SILICON STORAGE TECHNOLOGY COMMON STOCK 827057100 650 102000 SHARES
SILICON VALLEY BANCSHARES COMMON STOCK 827064106 914 24600 SHARES
SIMON PROPERTY GROUP INC (REIT) COMMON STOCK 828806109 988 18431 SHARES
SIMON PROPERTY GROUP INC (REIT) COMMON STOCK 828806109 1107 20644 SHARES
SIMON PROPERTY GROUP INCORPORATED COMMON STOCK 828806109 684 12750 SHARES
SIZELER PROPERTIES INVESTORS (REIT) COMMON STOCK 830137105 96 10300 SHARES
SMITH INTL INC COMMON STOCK 832110100 3240 53344 SHARES
SMITH INTL INC COMMON STOCK 832110100 547 9000 SHARES
SMITHFIELD FOODS INC COMMON STOCK 832248108 205 8200 SHARES
SMITHFIELD FOODS INC COMMON STOCK 832248108 50 2000 SHARES
JM SMUCKER CO COMMON STOCK 832696405 177 3982 SHARES
JM SMUCKER CO COMMON STOCK 832696405 468 10540 SHARES
SMURFIT STONE CONTAINER CORP COM COMMON STOCK 832727101 484 25000 SHARES
SMURFIT STONE CONTAINER CORP COM COMMON STOCK 832727101 39 2000 SHARES
SMURFIT-STONE CONTNR COMMON STOCK 832727101 951 49100 SHARES
SNAP ON INC COMMON STOCK 833034101 80 2890 SHARES
SNAP ON INC COMMON STOCK 833034101 267 9675 SHARES
SOLECTRON CORP COMMON STOCK 834182107 3460 699057 SHARES
SOLECTRON CORP COMMON STOCK 834182107 4840 977898 SHARES
SOLECTRON CORP COMMON STOCK 834182107 125 25182 SHARES
SOLECTRON CORPORATION COMMON STOCK 834182107 261 52700 SHARES
SONIC SOLUTIONS COMMON STOCK 835460106 55 3350 SHARES
SONIC SOLUTIONS COMMON STOCK 835460106 61 3750 SHARES
SONICWALL INC COMMON STOCK 835470105 95 14000 SHARES
SONOCO PRODUCTS CO COM COMMON STOCK 835495102 32 1200 SHARES
SONUS NETWORKS INC COM COMMON STOCK 835916107 42 7400 SHARES
SONUS NETWORKS INC COM COMMON STOCK 835916107 48 8500 SHARES
SOURCE INTERLINK COMPANIES COMMON STOCK 836151209 125 12900 SHARES
SOURCECORP, INC. COMMON STOCK 836167106 669 30200 SHARES
SOUTH JERSEY INDUSTRIES INC COMMON STOCK 838518108 23 483 SHARES
SOUTHERN CO COM COMMON STOCK 842587107 834 27814 SHARES
SOUTHERN CO COM COMMON STOCK 842587107 30 1000 SHARES
SOUTHERN CO COM COMMON STOCK 842587107 781 26056 SHARES
SOUTHERN UNION CO NEW COM COMMON STOCK 844030106 10 499 SHARES
SOUTH TRUST CORP COM COMMON STOCK 844730101 29 700 SHARES
SOUTH TRUST CORP COM COMMON STOCK 844730101 47 1130 SHARES
SOUTHWEST AIRLINES CO COM COMMON STOCK 844741108 535 39267 SHARES
SOUTHWEST AIRLINES CO COM COMMON STOCK 844741108 860 63103 SHARES
SOUTHWEST AIRLINES CO COM COMMON STOCK 844741108 184 13492 SHARES
SOUTHWEST AIRLINES CO COM COMMON STOCK 844741108 195 14337 SHARES
SOUTHWEST GAS CORP COM COMMON STOCK 844895102 24 1000 SHARES
SOVEREIGN BANCORP INC COM COMMON STOCK 845905108 656 30070 SHARES
SOVEREIGN BANCORP INC COM COMMON STOCK 845905108 38 1755 SHARES
SOVEREIGN BANCORP INCORPORATED COMMON STOCK 845905108 229 10500 SHARES
SPARTAN MOTORS INC COMMON STOCK 846819100 72 5100 SHARES
SPARTAN MOTORS INC COMMON STOCK 846819100 79 5600 SHARES
SPARTAN MOTORS INC COMMON STOCK 846819100 84 6000 SHARES
SPARTECH CORP COM COMMON STOCK 847220209 153 6100 SHARES
SPATIALIGHT INC COMMON STOCK 847248101 191 32300 SHARES
SPATIALIGHT INC COMMON STOCK 847248101 204 34600 SHARES
SPECTRALINK CORPORATION COMMON STOCK 847580107 71 7500 SHARES
SPEEDWAY MOTORSPORTS INCORPORATED COMMON STOCK 847788106 3 100 SHARES
SPRINT CORP FON GROUP COMMON STOCK 852061100 607 30138 SHARES
SPRINT CORP FON GROUP COMMON STOCK 852061100 322 16007 SHARES
STANCORP FINANCIAL GROUP, INC. COMMON STOCK 852891100 1011 14200 SHARES
STANDARD COMMERCIAL CORP. COMMON STOCK 853258101 321 20400 SHARES
STANLEY WORKS COM COMMON STOCK 854616109 593 13950 SHARES
STANLEY WORKS COM COMMON STOCK 854616109 213 5000 SHARES
STANLEY WORKS COM COMMON STOCK 854616109 642 15100 SHARES
STAPLES INC COMMON STOCK 855030102 8784 294584 SHARES
STAPLES INC COM COMMON STOCK 855030102 8245 276481 SHARES
STAPLES INC COM COMMON STOCK 855030102 876 29387 SHARES
STARBUCKS CORP COM COMMON STOCK 855244109 424 9320 SHARES
STARBUCKS CORP COM COMMON STOCK 855244109 77 1700 SHARES
STATE STREET CORP COMMON STOCK 857477103 918 21500 SHARES
STATE STREET CORP COMMON STOCK 857477103 3958 92682 SHARES
STATION CASINOS INC COM COMMON STOCK 857689103 88 1800 SHARES
STATION CASINOS, INC. COMMON STOCK 857689103 760 15500 SHARES
SHERWIN WILLIAMS CO COM X 1 100 0 5000
SHOPKO STORES, INC. X 3 42400 0 0
SHUFFLE MASTER INC X 1 2000 0 0
SHUFFLE MASTER INC X 3 2200 0 0
SIEBEL SYSTEMS INC COM X 1 7050 0 500
SIERRA PAC RES X 1 761 0 0
SILICON GRAPHICS INC COM X 1 110 0 0
SILICON STORAGE TECHNOLOGY X 3 102000 0 0
SILICON VALLEY BANCSHARES X 3 24600 0 0
SIMON PROPERTY GROUP INC (REIT) X 1 18331 0 100
SIMON PROPERTY GROUP INC (REIT) X 1 20644 0 0
SIMON PROPERTY GROUP INCORPORATED X 2 12750 0 0
SIZELER PROPERTIES INVESTORS (REIT) X 1 0 0 10300
SMITH INTL INC X 1 53344 0 0
SMITH INTL INC X 1 9000 0 0
SMITHFIELD FOODS INC X 1 0 0 8200
SMITHFIELD FOODS INC X 1 2000 0 0
JM SMUCKER CO X 1 3982 0 0
JM SMUCKER CO X 1 9362 0 1178
SMURFIT STONE CONTAINER CORP COM X 1 25000 0 0
SMURFIT STONE CONTAINER CORP COM X 1 2000 0 0
SMURFIT-STONE CONTNR X 3 49100 0 0
SNAP ON INC X 1 2890 0 0
SNAP ON INC X 1 9675 0 0
SOLECTRON CORP X 1 693011 0 6046
SOLECTRON CORP X 3 945195 0 32703
SOLECTRON CORP X 1 20232 0 4950
SOLECTRON CORPORATION X 2 52700 0 0
SONIC SOLUTIONS X 1 3350 0 0
SONIC SOLUTIONS X 3 3750 0 0
SONICWALL INC X 1 2000 0 12000
SONOCO PRODUCTS CO COM X 1 1200 0 0
SONUS NETWORKS INC COM X 1 7400 0 0
SONUS NETWORKS INC COM X 3 8500 0 0
SOURCE INTERLINK COMPANIES X 1 0 0 12900
SOURCECORP, INC. X 3 30200 0 0
SOUTH JERSEY INDUSTRIES INC X 1 483 0 0
SOUTHERN CO COM X 1 26814 0 1000
SOUTHERN CO COM X 3 0 0 1000
SOUTHERN CO COM X 1 21241 0 4815
SOUTHERN UNION CO NEW COM X 1 499 0 0
SOUTH TRUST CORP COM X 1 700 0 0
SOUTH TRUST CORP COM X 1 1130 0 0
SOUTHWEST AIRLINES CO COM X 1 39267 0 0
SOUTHWEST AIRLINES CO COM X 3 53846 0 9257
SOUTHWEST AIRLINES CO COM X 1 13492 0 0
SOUTHWEST AIRLINES CO COM X 3 14337 0 0
SOUTHWEST GAS CORP COM X 1 1000 0 0
SOVEREIGN BANCORP INC COM X 1 29670 0 400
SOVEREIGN BANCORP INC COM X 1 1355 0 400
SOVEREIGN BANCORP INCORPORATED X 2 10500 0 0
SPARTAN MOTORS INC X 1 5100 0 0
SPARTAN MOTORS INC X 3 5600 0 0
SPARTAN MOTORS INC X 1 6000 0 0
SPARTECH CORP COM X 1 0 0 6100
SPATIALIGHT INC X 1 32300 0 0
SPATIALIGHT INC X 3 34600 0 0
SPECTRALINK CORPORATION X 1 0 0 7500
SPEEDWAY MOTORSPORTS INCORPORATED X 1 100 0 0
SPRINT CORP FON GROUP X 1 30138 0 0
SPRINT CORP FON GROUP X 1 16007 0 0
STANCORP FINANCIAL GROUP, INC. X 3 14200 0 0
STANDARD COMMERCIAL CORP. X 3 20400 0 0
STANLEY WORKS COM X 1 13950 0 0
STANLEY WORKS COM X 3 5000 0 0
STANLEY WORKS COM X 1 8300 0 6800
STAPLES INC X 3 294584 0 0
STAPLES INC COM X 1 275704 0 777
STAPLES INC COM X 1 29387 0 0
STARBUCKS CORP COM X 1 9320 0 0
STARBUCKS CORP COM X 1 1700 0 0
STATE STREET CORP X 1 21500 0 0
STATE STREET CORP X 1 87682 0 5000
STATION CASINOS INC COM X 1 1800 0 0
STATION CASINOS, INC. X 3 15500 0 0
25 of 49
STEEL DYNAMICS, INC. COMMON STOCK 858119100 1000 25900 SHARES
STEEL TECHNOLOGIES, INC. COMMON STOCK 858147101 761 29700 SHARES
STEELCASE INC CL A COMMON STOCK 858155203 14 1000 SHARES
STERICYCLE INC COM COMMON STOCK 858912108 60 1300 SHARES
STERICYCLE, INC. COMMON STOCK 858912108 551 12000 SHARES
STERIS CORP COMMON STOCK 859152100 11 500 SHARES
STERLING BANCORP COM COMMON STOCK 859158107 223 8250 SHARES
STERLING FINANCIAL CORP COMMON STOCK 859317109 908 33838 SHARES
STERLING FINANCIAL CORP COMMON STOCK 859317109 212 7906 SHARES
STERLING FINANCIAL CORP. COMMON STOCK 859319105 306 8695 SHARES
STONE ENERGY CORP. COMMON STOCK 861642106 849 19400 SHARES
STORAGE TECHNOLOGY CORP COMMON STOCK 862111200 3 100 SHARES
STORAGE TECHNOLOGY CORP. COMMON STOCK 862111200 551 21800 SHARES
STRAYER EDUCATION, INC. COMMON STOCK 863236105 909 7900 SHARES
STRYKER CORP COM COMMON STOCK 863667101 575 11950 SHARES
STRYKER CORP COM COMMON STOCK 863667101 288 6000 SHARES
STURM RUGER & CO INC COM COMMON STOCK 864159108 5 500 SHARES
STURM RUGER & CO INC COM COMMON STOCK 864159108 11 1250 SHARES
SUBURBAN PROPANE PARTNERS LP LIMITED COMMON STOCK 864482104 26 750 SHARES
SUN BANCORP INC COM COMMON STOCK 866634108 444 19174 SHARES
SUN MICROSYSTEMS INC COM COMMON STOCK 866810104 164 40475 SHARES
SUN MICROSYSTEMS INC COM COMMON STOCK 866810104 158 39027 SHARES
SUN MICROSYSTEMS INCORPORATED COMMON STOCK 866810104 79 19600 SHARES
SUNGARD DATA SYS INC COMMON STOCK 867363103 50 2100 SHARES
SUNGARD DATA SYS INC COMMON STOCK 867363103 82 3446 SHARES
SUNTRUST BKS INC COM COMMON STOCK 867914103 399 5671 SHARES
SUNTRUST BKS INC COM COMMON STOCK 867914103 3693 52448 SHARES
SUNTRUST BKS INC COM COMMON STOCK 867914103 113 1603 SHARES
SUPERVALU INC COMMON STOCK 868536103 66 2400 SHARES
SUPREME INDUSTRIES INC CLASS A COMMON STOCK 868607102 277 45892 SHARES
SUSQUEHANNA BANCSHARES INC PA COM COMMON STOCK 869099101 1819 73930 SHARES
SUSQUEHANNA BANCSHARES INC PA COM COMMON STOCK 869099101 90 3675 SHARES
SWIFT ENERGY CO. COMMON STOCK 870738101 592 24700 SHARES
SYBASE, INC. COMMON STOCK 871130100 553 40100 SHARES
SYMANTEC CORP COM COMMON STOCK 871503108 261 4756 SHARES
SYMANTEC CORP COM COMMON STOCK 871503108 247 4500 SHARES
SYMBOL TECHNOLOGIES COMMON STOCK 871508107 10869 795019 SHARES
SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 4983 394195 SHARES
SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 445 35170 SHARES
SYNOPSYS INC COM COMMON STOCK 871607107 2511 159310 SHARES
SYNOPSYS INC COM COMMON STOCK 871607107 1381 87432 SHARES
SYNOPSYS INC COM COMMON STOCK 871607107 102 6500 SHARES
SYSCO CORP COMMON STOCK 871829107 2150 71850 SHARES
SYSCO CORP COMMON STOCK 871829107 560 18732 SHARES
SYSCO CORP COMMON STOCK 871829107 10687 357200 SHARES
TCF FINL CORP COM COMMON STOCK 872275102 8 250 SHARES
TECO ENERGY INC COMMON STOCK 872375100 252 18661 SHARES
TECO ENERGY INC COMMON STOCK 872375100 547 40456 SHARES
TEPPCO PARTNERS LIMITED PTRSP COMMON STOCK 872384102 889 19650 SHARES
TEPPCO PARTNERS LTD PARTNERS COMMON STOCK 872384102 112 2700 SHARES
TEPPCO PARTNERS LTD PARTNERS COMMON STOCK 872384102 166 4000 SHARES
TF FINANCIAL CORP COMMON STOCK 872391107 141 5000 SHARES
THQ, INC. COMMON STOCK 872443403 103 5300 SHARES
TJX COMPANIES COM COMMON STOCK 872540109 93 4200 SHARES
TJX COS., INC. COMMON STOCK 872540109 831 37700 SHARES
TXU CORP COM COMMON STOCK 873168108 279 5826 SHARES
TXU CORP COM COMMON STOCK 873168108 5 100 SHARES
TXU CORP. COMMON STOCK 873168108 1294 27000 SHARES
TAIWAN SEMICONDUCTOR COMMON STOCK 874039100 459 64400 SHARES
TALBOTS INC COMMON STOCK 874161102 129 5200 SHARES
TANGER FACTORY OUTLET CENTERS INC COMMON STOCK 875465106 4 100 SHARES
TASTY BAKING CO WITH RIGHTS 07/29/13 COMMON STOCK 876553306 5 625 SHARES
TECH DATA CORP COM COMMON STOCK 878237106 23 600 SHARES
TECHNOLOGY RESEARCH CORPORATION COMMON STOCK 878727304 22 3200 SHARES
TECHNOLOGY RESEARCH CORPORATION COMMON STOCK 878727304 25 3600 SHARES
TELEDYNE TECHNOLOGIES INC COM COMMON STOCK 879360105 165 6575 SHARES
TEMPLE INLAND INC COMMON STOCK 879868107 4 64 SHARES
TELETECH HLDGS INC COMMON STOCK 879939106 166 17600 SHARES
TENNECO AUTOMOTIVE INC COMMON STOCK 880349105 1 100 SHARES
TERAYON COMMUNICATION SYS INC COM COMMON STOCK 880775101 0 44 SHARES
TESORO PETROLEUM CORP. COMMON STOCK 881609101 1400 47400 SHARES
TEXAS GENCO HOLDINGS INC COMMON STOCK 882443104 7 160 SHARES
TEXAS GENCO HOLDINGS INC COMMON STOCK 882443104 7 150 SHARES
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 3980 187033 SHARES
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 609 28660 SHARES
STEEL DYNAMICS, INC. X 3 25900 0 0
STEEL TECHNOLOGIES, INC. X 3 29700 0 0
STEELCASE INC CL A X 1 0 0 1000
STERICYCLE INC COM X 1 1300 0 0
STERICYCLE, INC. X 3 12000 0 0
STERIS CORP X 1 500 0 0
STERLING BANCORP COM X 1 0 0 8250
STERLING FINANCIAL CORP X 1 33838 0 0
STERLING FINANCIAL CORP X 1 3906 0 4000
STERLING FINANCIAL CORP. X 3 8695 0 0
STONE ENERGY CORP. X 3 19400 0 0
STORAGE TECHNOLOGY CORP X 1 100 0 0
STORAGE TECHNOLOGY CORP. X 3 21800 0 0
STRAYER EDUCATION, INC. X 3 7900 0 0
STRYKER CORP COM X 1 11950 0 0
STRYKER CORP COM X 1 3000 0 3000
STURM RUGER & CO INC COM X 1 500 0 0
STURM RUGER & CO INC COM X 1 1250 0 0
SUBURBAN PROPANE PARTNERS LP LIMITED X 1 250 0 500
SUN BANCORP INC COM X 1 19174 0 0
SUN MICROSYSTEMS INC COM X 1 40475 0 0
SUN MICROSYSTEMS INC COM X 1 39027 0 0
SUN MICROSYSTEMS INCORPORATED X 2 19600 0 0
SUNGARD DATA SYS INC X 1 2100 0 0
SUNGARD DATA SYS INC X 1 3446 0 0
SUNTRUST BKS INC COM X 1 5671 0 0
SUNTRUST BKS INC COM X 1 50748 0 1700
SUNTRUST BKS INC COM X 3 0 0 1603
SUPERVALU INC X 1 2400 0 0
SUPREME INDUSTRIES INC CLASS A X 1 45892 0 0
SUSQUEHANNA BANCSHARES INC PA COM X 1 73930 0 0
SUSQUEHANNA BANCSHARES INC PA COM X 1 3000 0 675
SWIFT ENERGY CO. X 3 24700 0 0
SYBASE, INC. X 3 40100 0 0
SYMANTEC CORP COM X 1 4756 0 0
SYMANTEC CORP COM X 1 4500 0 0
SYMBOL TECHNOLOGIES X 3 795019 0 0
SYMBOL TECHNOLOGIES INC X 1 389135 0 5060
SYMBOL TECHNOLOGIES INC X 1 30420 0 4750
SYNOPSYS INC COM X 1 157255 0 2055
SYNOPSYS INC COM X 3 82347 0 5085
SYNOPSYS INC COM X 1 1525 0 4975
SYSCO CORP X 1 71750 0 100
SYSCO CORP X 3 16093 0 2639
SYSCO CORP X 1 357200 0 0
TCF FINL CORP COM X 1 250 0 0
TECO ENERGY INC X 1 18661 0 0
TECO ENERGY INC X 1 39206 0 1250
TEPPCO PARTNERS LIMITED PTRSP X 2 19650 0 0
TEPPCO PARTNERS LTD PARTNERS X 1 2700 0 0
TEPPCO PARTNERS LTD PARTNERS X 1 4000 0 0
TF FINANCIAL CORP X 1 5000 0 0
THQ, INC. X 3 5300 0 0
TJX COMPANIES COM X 1 4200 0 0
TJX COS., INC. X 3 37700 0 0
TXU CORP COM X 1 5826 0 0
TXU CORP COM X 1 0 0 100
TXU CORP. X 3 27000 0 0
TAIWAN SEMICONDUCTOR X 3 64400 0 0
TALBOTS INC X 1 0 0 5200
TANGER FACTORY OUTLET CENTERS INC X 1 100 0 0
TASTY BAKING CO WITH RIGHTS 07/29/13 X 1 625 0 0
TECH DATA CORP COM X 1 600 0 0
TECHNOLOGY RESEARCH CORPORATION X 1 3200 0 0
TECHNOLOGY RESEARCH CORPORATION X 3 3600 0 0
TELEDYNE TECHNOLOGIES INC COM X 1 275 0 6300
TEMPLE INLAND INC X 1 64 0 0
TELETECH HLDGS INC X 1 0 0 17600
TENNECO AUTOMOTIVE INC X 1 0 0 100
TERAYON COMMUNICATION SYS INC COM X 1 44 0 0
TESORO PETROLEUM CORP. X 3 47400 0 0
TEXAS GENCO HOLDINGS INC X 1 160 0 0
TEXAS GENCO HOLDINGS INC X 3 150 0 0
TEXAS INSTRUMENTS INC X 1 186533 0 500
TEXAS INSTRUMENTS INC X 3 27660 0 1000
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TEXAS INSTRUMENTS INC COMMON STOCK 882508104 2373 111513 SHARES
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK 882508104 1877 88200 SHARES
TEXTRON INC COM COMMON STOCK 883203101 391 6088 SHARES
TEXTRON INC COM COMMON STOCK 883203101 82 1280 SHARES
THERMO ELECTRON CORP COM COMMON STOCK 883556102 3 113 SHARES
THERMO ELECTRON CORP COM COMMON STOCK 883556102 35 1300 SHARES
THORATEC CORP COMMON STOCK 885175307 139 14500 SHARES
THORNBURG MORTG INC COMMON STOCK 885218107 41 1400 SHARES
THORNBURG MTG INC (REIT) COMMON STOCK 885218107 367 12655 SHARES
THORNBURG MTG INC (REIT) COMMON STOCK 885218107 154 5325 SHARES
3 COM CORP COM COMMON STOCK 885535104 3 650 SHARES
3 COM CORP COM COMMON STOCK 885535104 6 1400 SHARES
TIDEWATER INC COMMON STOCK 886423102 33 1000 SHARES
TIFFANY & CO COMMON STOCK 886547108 12 384 SHARES
TIME WARNER INC COMMON STOCK 887317105 2378 147337 SHARES
TIME WARNER INC COMMON STOCK 887317105 1290 79907 SHARES
TIME WARNER INC COMMON STOCK 887317105 1194 73947 SHARES
TIME WARNER INC COMMON STOCK 887317105 916 56741 SHARES
TIMKEN CO COM COMMON STOCK 887389104 28 1140 SHARES
TIMKEN CO. COMMON STOCK 887389104 869 35300 SHARES
TIVO INC COMMON STOCK 888706108 7 1100 SHARES
TOLL BROS INC COMMON STOCK 889478103 8098 174785 SHARES
TOLL BROS INC COMMON STOCK 889478103 9773 210938 SHARES
TOLL BROS INC COMMON STOCK 889478103 1455 31400 SHARES
TOMPKINS TRUSTCO INC COMMON STOCK 890110109 56 1200 SHARES
TOMPKINS TRUSTCO INC COMMON STOCK 890110109 5 110 SHARES
TOOTSIE ROLL INDUSTRIES COMMON STOCK 890516107 37 1262 SHARES
TORO CO COM COMMON STOCK 891092108 55 800 SHARES
TRANSACT TECHNOLOGIES INC COM COMMON STOCK 892918103 39 1507 SHARES
TREDEGAR CORP COMMON STOCK 894650100 77 4212 SHARES
TRIDENT MICROSYSTEMS, INC. COMMON STOCK 895919108 37 3700 SHARES
TRIARC COMPANIES INC COMMON STOCK 895927101 10 900 SHARES
TRIARC COMPANIES-B COMMON STOCK 895927309 165 14400 SHARES
TRIBUNE CO NEW COM COMMON STOCK 896047107 53 1300 SHARES
TRIMBLE NAV LTD COM COMMON STOCK 896239100 66 2100 SHARES
TRIMBLE NAVIGATION LTD. COMMON STOCK 896239100 537 17000 SHARES
TRINITY INDUSTRIES INC COMMON STOCK 896522109 58 1850 SHARES
TRIZETTO GROUP, INC. COMMON STOCK 896882107 215 36900 SHARES
TRUSTCO BANK CORP NY COM COMMON STOCK 898349105 63 4884 SHARES
TRUSTCO BANK CORP NY COM COMMON STOCK 898349105 367 28643 SHARES
TUPPERWARE CORPORATION COM COMMON STOCK 899896104 4 250 SHARES
TYCO INTERNATIONAL LIMITED NEW COMMON STOCK 902124106 4589 149685 SHARES
TYSON FOODS INC COM COMMON STOCK 902494103 19 1200 SHARES
UGI CORP COMMON STOCK 902681105 255 6838 SHARES
UGI CORP COMMON STOCK 902681105 330 8850 SHARES
UGI CORP. COMMON STOCK 902681105 984 26400 SHARES
UIL HOLDINGS CORP. COMMON STOCK 902748102 462 9400 SHARES
UIL HOLDINGS CORPORATION COMMON STOCK 902748102 10 200 SHARES
UST INC COM COMMON STOCK 902911106 665 16525 SHARES
UST INC COM COMMON STOCK 902911106 20 500 SHARES
UST INC COM COMMON STOCK 902911106 451 11200 SHARES
U S BANCORP DEL COM NEW COMMON STOCK 902973304 3265 112962 SHARES
U S BANCORP DEL COM NEW COMMON STOCK 902973304 55 1900 SHARES
U S BANCORP DEL COM NEW COMMON STOCK 902973304 1145 39605 SHARES
U S BANCORP DEL COM NEW COMMON STOCK 902973304 393 13600 SHARES
US BANCORP DEL COMMON STOCK 902973304 932 32272 SHARES
US BANCORP NEW COMMON STOCK 902973304 419 14500 SHARES
UNIFIRST CORP. COMMON STOCK 904708104 372 13000 SHARES
UNION BANKSHARES CORPORATION COMMON STOCK 905399101 6 200 SHARES
UNION PACIFIC CORP COM COMMON STOCK 907818108 856 14613 SHARES
UNION PACIFIC CORP COM COMMON STOCK 907818108 293 5000 SHARES
UNION PACIFIC CORP COM COMMON STOCK 907818108 997 17018 SHARES
UNIONBANCAL CORP COM COMMON STOCK 908906100 65 1100 SHARES
UNIONBANCAL CORP. COMMON STOCK 908906100 551 9300 SHARES
UNISOURCE ENERGY CORP. COMMON STOCK 909205106 1035 42500 SHARES
UNITED DOMINION REALTY TRUST (REIT) COMMON STOCK 910197102 8 400 SHARES
UNITED DOMINION REALTY TRUST (REIT) COMMON STOCK 910197102 192 9669 SHARES
UNITED DOMINION REALTY TRUST (REIT) COMMON STOCK 910197102 34 1700 SHARES
UNITED PANAM FINANCIAL CORP. COMMON STOCK 911301109 411 22800 SHARES
UNITED PARCEL SERVICE CL B COMMON STOCK 911312106 940 12388 SHARES
UNITED PARCEL SERVICE CL B COMMON STOCK 911312106 1391 18325 SHARES
UNITED PARCEL SERVICE CL B COMMON STOCK 911312106 233 3070 SHARES
UNITED RENTALS, INC. COMMON STOCK 911363109 582 36600 SHARES
UNITED STATES STEEL CORP. COMMON STOCK 912909108 1945 51700 SHARES
UNITED STS STL CORP NEW COMMON STOCK 912909108 218 5800 SHARES
TEXAS INSTRUMENTS INC X 1 105838 0 5675
TEXAS INSTRUMENTS INCORPORATED X 2 88200 0 0
TEXTRON INC COM X 1 6088 0 0
TEXTRON INC COM X 1 280 0 1000
THERMO ELECTRON CORP COM X 1 113 0 0
THERMO ELECTRON CORP COM X 1 1300 0 0
THORATEC CORP X 1 0 0 14500
THORNBURG MORTG INC X 3 1400 0 0
THORNBURG MTG INC (REIT) X 1 12655 0 0
THORNBURG MTG INC (REIT) X 1 5325 0 0
3 COM CORP COM X 1 650 0 0
3 COM CORP COM X 1 1100 0 300
TIDEWATER INC X 1 1000 0 0
TIFFANY & CO X 1 384 0 0
TIME WARNER INC X 1 147137 0 200
TIME WARNER INC X 3 79307 0 600
TIME WARNER INC X 1 63047 0 10900
TIME WARNER INC X 2 56741 0 0
TIMKEN CO COM X 1 1140 0 0
TIMKEN CO. X 3 35300 0 0
TIVO INC X 1 1100 0 0
TOLL BROS INC X 1 172155 0 2630
TOLL BROS INC X 3 210938 0 0
TOLL BROS INC X 1 30750 0 650
TOMPKINS TRUSTCO INC X 1 1200 0 0
TOMPKINS TRUSTCO INC X 1 110 0 0
TOOTSIE ROLL INDUSTRIES X 1 1262 0 0
TORO CO COM X 1 800 0 0
TRANSACT TECHNOLOGIES INC COM X 1 1507 0 0
TREDEGAR CORP X 1 4212 0 0
TRIDENT MICROSYSTEMS, INC. X 3 3700 0 0
TRIARC COMPANIES INC X 1 0 0 900
TRIARC COMPANIES-B X 1 0 0 14400
TRIBUNE CO NEW COM X 1 1300 0 0
TRIMBLE NAV LTD COM X 1 2100 0 0
TRIMBLE NAVIGATION LTD. X 3 17000 0 0
TRINITY INDUSTRIES INC X 1 1850 0 0
TRIZETTO GROUP, INC. X 3 36900 0 0
TRUSTCO BANK CORP NY COM X 1 4884 0 0
TRUSTCO BANK CORP NY COM X 1 28643 0 0
TUPPERWARE CORPORATION COM X 1 250 0 0
TYCO INTERNATIONAL LIMITED NEW X 2 149685 0 0
TYSON FOODS INC COM X 1 1200 0 0
UGI CORP X 1 6838 0 0
UGI CORP X 1 8850 0 0
UGI CORP. X 3 26400 0 0
UIL HOLDINGS CORP. X 3 9400 0 0
UIL HOLDINGS CORPORATION X 1 200 0 0
UST INC COM X 1 16525 0 0
UST INC COM X 3 500 0 0
UST INC COM X 1 7600 0 3600
U S BANCORP DEL COM NEW X 1 112962 0 0
U S BANCORP DEL COM NEW X 3 1900 0 0
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UNION BANKSHARES CORPORATION X 1 200 0 0
UNION PACIFIC CORP COM X 1 14513 0 100
UNION PACIFIC CORP COM X 3 5000 0 0
UNION PACIFIC CORP COM X 1 14418 0 2600
UNIONBANCAL CORP COM X 1 1100 0 0
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UNITED DOMINION REALTY TRUST (REIT) X 1 400 0 0
UNITED DOMINION REALTY TRUST (REIT) X 1 8669 0 1000
UNITED DOMINION REALTY TRUST (REIT) X 3 1700 0 0
UNITED PANAM FINANCIAL CORP. X 3 22800 0 0
UNITED PARCEL SERVICE CL B X 1 12188 0 200
UNITED PARCEL SERVICE CL B X 3 15569 0 2756
UNITED PARCEL SERVICE CL B X 1 3070 0 0
UNITED RENTALS, INC. X 3 36600 0 0
UNITED STATES STEEL CORP. X 3 51700 0 0
UNITED STS STL CORP NEW X 1 5800 0 0
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UNITED STS STL CORP NEW COMMON STOCK 912909108 6 153 SHARES
UNITED TECHNOLOGIES CORP COM COMMON STOCK 913017109 5360 57405 SHARES
UNITED TECHNOLOGIES CORP COM COMMON STOCK 913017109 758 8125 SHARES
UNITED TECHNOLOGIES CORP COM COMMON STOCK 913017109 3112 33324 SHARES
UNITED TECHNOLOGIES CORP COM COMMON STOCK 913017109 208 2232 SHARES
UNITED TECHNOLOGIES CORPORATION COMMON STOCK 913017109 280 3000 SHARES
UNITRIN INC COM COMMON STOCK 913275103 125 3015 SHARES
UNIVERSAL AMERICAN FINANCIAL CORP COMMON STOCK 913377107 52 4000 SHARES
UNIVERSAL CORP. COMMON STOCK 913456109 558 12500 SHARES
UNIVERSAL FOREST PRODUCTS, INC. COMMON STOCK 913543104 848 24800 SHARES
UNVL HEALTH SERVICES INC CL B COMMON STOCK 913903100 16 360 SHARES
UNIVISION COMMUNICATIONS INC COM COMMON STOCK 914906102 3 105 SHARES
UNIVEST CORP OF PA COMMON STOCK 915271100 265 6500 SHARES
UNOCAL CORP COMMON STOCK 915289102 369 8575 SHARES
UNOCAL CORP COMMON STOCK 915289102 168 3900 SHARES
UNOCAL CORP COMMON STOCK 915289102 43 1000 SHARES
URSTADT BIDDLE PPTYS INC CL A (REIT) COMMON STOCK 917286205 46 3000 SHARES
URSTADT BIDDLE PPTYS INC CL A (REIT) COMMON STOCK 917286205 46 3000 SHARES
V F CORP COMMON STOCK 918204108 49 1000 SHARES
V F CORP COMMON STOCK 918204108 516 10440 SHARES
VAN KAMPEN MUNI OPP TRUST II COMMON STOCK 920944105 13 910 SHARES
VARIAN INC COMMON STOCK 922206107 258 6820 SHARES
VARIAN SEMICONDUCTOR EQUIP ASSOC COM COMMON STOCK 922207105 101 3270 SHARES
VARIAN SEMICONDUCTOR EQUIP ASSOC COM COMMON STOCK 922207105 107 3450 SHARES
VERITAS SOFTWARE CORP COMMON STOCK 923436109 1137 63874 SHARES
VERITAS SOFTWARE CORP COMMON STOCK 923436109 1618 90949 SHARES
VERITAS SOFTWARE CORP COMMON STOCK 923436109 265 14910 SHARES
VERSO TECHNOLOGIES INCORPORATED COMMON STOCK 925317109 80 83793 SHARES
VERSO TECHNOLOGIES INCORPORATED COMMON STOCK 925317109 88 93000 SHARES
VIACOM INC CL A COMMON STOCK 925524100 26 750 SHARES
VIACOM INC CL A COMMON STOCK 925524100 15 450 SHARES
VIACOM INC COMMON STOCK 925524308 7960 237190 SHARES
VIACOM INC CL B COMMON STOCK 925524308 7803 232503 SHARES
VIACOM INC CL B COMMON STOCK 925524308 1376 41010 SHARES
VIACOM INC CL B COMMON STOCK 925524308 1793 53422 SHARES
VIACOM INC CL B COMMON STOCK 925524308 369 11000 SHARES
VIACOM INCORPORATED CLASS B COMMON STOCK 925524308 499 14870 SHARES
VIROPHARMA, INC. COMMON STOCK 928241108 50 25900 SHARES
VISHAY INTERTECHNOLOGY INC COM COMMON STOCK 928298108 108 8400 SHARES
VISHAY INTERTECHNOLOGY, INC. COMMON STOCK 928298108 824 63900 SHARES
VIVUS INC COMMON STOCK 928551100 5 1000 SHARES
VORNADO REALTY TRUST COMMON STOCK 929042109 226 3600 SHARES
WD 40 CO COM COMMON STOCK 929236107 63 2200 SHARES
W HOLDING CO., INC. COMMON STOCK 929251106 944 49700 SHARES
WPP GROUP PLC, ADR ADR 929309300 579 12400 SHARES
WACHOVIA CORP COM COMMON STOCK 929903102 16363 348517 SHARES
WACHOVIA CORP COM COMMON STOCK 929903102 6731 143372 SHARES
WACHOVIA CORP COM COMMON STOCK 929903102 6254 133196 SHARES
WACHOVIA CORPORATION NEW COMMON STOCK 929903102 300 6400 SHARES
WADDELL & REED FINL INC CL A COMMON STOCK 930059100 340 15454 SHARES
WADDELL & REED FINL INC CL A COMMON STOCK 930059100 238 10800 SHARES
WAL MART STORES INC COM COMMON STOCK 931142103 17136 322105 SHARES
WAL MART STORES INC COM COMMON STOCK 931142103 6921 130101 SHARES
WAL MART STORES INC COM COMMON STOCK 931142103 7611 143062 SHARES
WAL MART STORES INC COM COMMON STOCK 931142103 77 1454 SHARES
WAL MART STORES INCORPORATED COMMON STOCK 931142103 337 6332 SHARES
WALGREEN CO COMMON STOCK 931422109 907 25306 SHARES
WALGREEN CO COMMON STOCK 931422109 785 21900 SHARES
THE WARNACO GROUP INC COMMON STOCK 934390402 422 19000 SHARES
WARNACO GROUP, INC. COMMON STOCK 934390402 471 21200 SHARES
WASHINGTON MUTUAL COM COMMON STOCK 939322103 1907 48796 SHARES
WASHINGTON MUTUAL COM COMMON STOCK 939322103 1415 36206 SHARES
WASHINGTON MUTUAL INCORPORATED COMMON STOCK 939322103 3210 82130 SHARES
WASHINGTON REAL ESTATE INVT (REIT) COMMON STOCK 939653101 194 6399 SHARES
WASHINGTON REAL ESTATE INVT (REIT) COMMON STOCK 939653101 18 600 SHARES
WATERS CORP COM COMMON STOCK 941848103 4 100 SHARES
WATSON PHARMACEUTICALS INC COM COMMON STOCK 942683103 29 1000 SHARES
WATSON PHARMACEUTICALS INC COM COMMON STOCK 942683103 45 1526 SHARES
WAYPOINT FINL CORP COM COMMON STOCK 946756103 4108 148988 SHARES
WEBSTER FINL CORP WATERBURY COM COMMON STOCK 947890109 311 6300 SHARES
WEINGARTEN REALTY INVESTORS COMMON STOCK 948741103 1123 34021 SHARES
WEINGARTEN REALTY INVESTORS (REIT) COMMON STOCK 948741103 10 299 SHARES
WEINGARTEN REALTY INVESTORS (REIT) COMMON STOCK 948741103 33 1000 SHARES
WEIS MARKETS INC COMMON STOCK 948849104 51 1518 SHARES
WELLS FARGO & CO COMMON STOCK 949746101 915 15338 SHARES
UNITED STS STL CORP NEW X 1 153 0 0
UNITED TECHNOLOGIES CORP COM X 1 56420 0 985
UNITED TECHNOLOGIES CORP COM X 3 8125 0 0
UNITED TECHNOLOGIES CORP COM X 1 32292 0 1032
UNITED TECHNOLOGIES CORP COM X 3 2232 0 0
UNITED TECHNOLOGIES CORPORATION X 2 3000 0 0
UNITRIN INC COM X 1 3015 0 0
UNIVERSAL AMERICAN FINANCIAL CORP X 1 0 0 4000
UNIVERSAL CORP. X 3 12500 0 0
UNIVERSAL FOREST PRODUCTS, INC. X 3 24800 0 0
UNVL HEALTH SERVICES INC CL B X 1 360 0 0
UNIVISION COMMUNICATIONS INC COM X 1 105 0 0
UNIVEST CORP OF PA X 1 6500 0 0
UNOCAL CORP X 1 8575 0 0
UNOCAL CORP X 1 3900 0 0
UNOCAL CORP X 3 1000 0 0
URSTADT BIDDLE PPTYS INC CL A (REIT) X 1 3000 0 0
URSTADT BIDDLE PPTYS INC CL A (REIT) X 1 3000 0 0
V F CORP X 1 1000 0 0
V F CORP X 1 10440 0 0
VAN KAMPEN MUNI OPP TRUST II X 1 910 0 0
VARIAN INC X 1 120 0 6700
VARIAN SEMICONDUCTOR EQUIP ASSOC COM X 1 3270 0 0
VARIAN SEMICONDUCTOR EQUIP ASSOC COM X 3 3450 0 0
VERITAS SOFTWARE CORP X 1 63874 0 0
VERITAS SOFTWARE CORP X 3 77105 0 13844
VERITAS SOFTWARE CORP X 1 14710 0 200
VERSO TECHNOLOGIES INCORPORATED X 1 83793 0 0
VERSO TECHNOLOGIES INCORPORATED X 3 93000 0 0
VIACOM INC CL A X 1 750 0 0
VIACOM INC CL A X 1 450 0 0
VIACOM INC X 3 237190 0 0
VIACOM INC CL B X 1 231083 0 1420
VIACOM INC CL B X 3 36455 0 4555
VIACOM INC CL B X 1 49271 0 4151
VIACOM INC CL B X 3 11000 0 0
VIACOM INCORPORATED CLASS B X 2 14870 0 0
VIROPHARMA, INC. X 3 25900 0 0
VISHAY INTERTECHNOLOGY INC COM X 1 8400 0 0
VISHAY INTERTECHNOLOGY, INC. X 3 63900 0 0
VIVUS INC X 1 1000 0 0
VORNADO REALTY TRUST X 2 3600 0 0
WD 40 CO COM X 1 2200 0 0
W HOLDING CO., INC. X 3 49700 0 0
WPP GROUP PLC, ADR X 3 12400 0 0
WACHOVIA CORP COM X 1 347078 0 1439
WACHOVIA CORP COM X 3 143372 0 0
WACHOVIA CORP COM X 1 121505 0 11691
WACHOVIA CORPORATION NEW X 2 6400 0 0
WADDELL & REED FINL INC CL A X 1 3654 0 11800
WADDELL & REED FINL INC CL A X 1 10800 0 0
WAL MART STORES INC COM X 1 319111 0 2994
WAL MART STORES INC COM X 3 124089 0 6012
WAL MART STORES INC COM X 1 134212 0 8850
WAL MART STORES INC COM X 3 1154 0 300
WAL MART STORES INCORPORATED X 2 6332 0 0
WALGREEN CO X 1 25306 0 0
WALGREEN CO X 1 14450 0 7450
THE WARNACO GROUP INC X 1 2300 0 16700
WARNACO GROUP, INC. X 3 21200 0 0
WASHINGTON MUTUAL COM X 1 48171 0 625
WASHINGTON MUTUAL COM X 1 35006 0 1200
WASHINGTON MUTUAL INCORPORATED X 2 82130 0 0
WASHINGTON REAL ESTATE INVT (REIT) X 1 6399 0 0
WASHINGTON REAL ESTATE INVT (REIT) X 1 100 0 500
WATERS CORP COM X 1 100 0 0
WATSON PHARMACEUTICALS INC COM X 1 1000 0 0
WATSON PHARMACEUTICALS INC COM X 1 1526 0 0
WAYPOINT FINL CORP COM X 1 93095 0 55893
WEBSTER FINL CORP WATERBURY COM X 1 600 0 5700
WEINGARTEN REALTY INVESTORS X 2 34021 0 0
WEINGARTEN REALTY INVESTORS (REIT) X 1 299 0 0
WEINGARTEN REALTY INVESTORS (REIT) X 1 1000 0 0
WEIS MARKETS INC X 1 0 0 1518
WELLS FARGO & CO X 3 15338 0 0
28 of 49
WELLS FARGO & COMPANY NEW COMMON STOCK 949746101 3676 61647 SHARES
WELLS FARGO CO COMMON STOCK 949746101 11612 194739 SHARES
WELLS FARGO CO COMMON STOCK 949746101 7684 128858 SHARES
WELLS FARGO CO COMMON STOCK 949746101 373 6250 SHARES
WENDYS INTL INC COM COMMON STOCK 950590109 108 3200 SHARES
WERNER ENTERPRISES INC COMMON STOCK 950755108 4254 220322 SHARES
WERNER ENTERPRISES INC COMMON STOCK 950755108 7429 384670 SHARES
WERNER ENTERPRISES INC COMMON STOCK 950755108 99 5150 SHARES
WEST MARINE INC COM COMMON STOCK 954235107 24 1100 SHARES
WEST MARINE INC COM COMMON STOCK 954235107 28 1300 SHARES
WEST PHARMACEUTICAL SERVICES, INC. COMMON STOCK 955306105 626 30000 SHARES
WESTAMERICA BANCORPORATION COMMON STOCK 957090103 209 3800 SHARES
WESTERN DIGITAL CORP. COMMON STOCK 958102105 120 13600 SHARES
WEYERHAEUSER CO COM COMMON STOCK 962166104 274 4124 SHARES
WEYERHAEUSER CO COM COMMON STOCK 962166104 463 6971 SHARES
WHEELING-PITTSBURG CORP COMMON STOCK 963142302 8 245 SHARES
WHIRLPOOL CORP COM COMMON STOCK 963320106 78 1292 SHARES
WHIRLPOOL CORP COM COMMON STOCK 963320106 45 742 SHARES
WHOLE FOODS MKT INC COM COMMON STOCK 966837106 34 400 SHARES
WHOLE FOODS MKT INC COM COMMON STOCK 966837106 13 150 SHARES
WILLIAMS COMPANIES INCORPORATED COMMON STOCK 969457100 115 11975 SHARES
WILLIAMS COS INC COM COMMON STOCK 969457100 72 5977 SHARES
WILLIAMS COS INC COM COMMON STOCK 969457100 30 2503 SHARES
WILLIAM SONOMA INC COM COMMON STOCK 969904101 8 200 SHARES
WINN DIXIE STORES INC COM COMMON STOCK 974280109 194 62668 SHARES
WISCONSIN ENERGY CORP COM COMMON STOCK 976657106 212 6650 SHARES
WISCONSIN ENERGY CORP COM COMMON STOCK 976657106 170 5338 SHARES
WOODWARD GOVERNOR CO COM COMMON STOCK 980745103 256 3800 SHARES
WOODWARD GOVERNOR CO. COMMON STOCK 980745103 884 13100 SHARES
WORTHINGTON INDS INC COM COMMON STOCK 981811102 289 13543 SHARES
WRIGLEY WM JR CO COMMON STOCK 982526105 190 3000 SHARES
WRIGLEY WM JR CO COMMON STOCK 982526105 505 7970 SHARES
WRIGLEY WM JR CO COMMON STOCK 982526105 190 3000 SHARES
WYETH COMMON STOCK 983024100 15360 410698 SHARES
WYETH COMMON STOCK 983024100 8790 235028 SHARES
WYETH COMMON STOCK 983024100 15134 404655 SHARES
WYETH COMMON STOCK 983024100 1310 35008 SHARES
WYETH COMMON STOCK 983024100 355 9500 SHARES
WYNDHAM INTL INC CL A COMMON STOCK 983101106 1 1439 SHARES
WYNN RESORTS LIMITED COMMON STOCK 983134107 10 200 SHARES
XM SATELLITE RADIO HLDGS INC COMMON STOCK 983759101 36 1175 SHARES
X-RITE INC COM COMMON STOCK 983857103 4 250 SHARES
XEROX CORP COMMON STOCK 984121103 98 6986 SHARES
XEROX CORP COMMON STOCK 984121103 3 200 SHARES
XEROX CORP COMMON STOCK 984121103 165 11700 SHARES
XYBERNAUT CORP COM COMMON STOCK 984149104 0 100 SHARES
YDI WIRELESS INC COMMON STOCK 984215103 56 21800 SHARES
YDI WIRELESS INC COMMON STOCK 984215103 66 25300 SHARES
YAHOO INC COM COMMON STOCK 984332106 32 936 SHARES
YAHOO INC COM COMMON STOCK 984332106 17 500 SHARES
YORK INTERNATIONAL CORP. COMMON STOCK 986670107 591 18700 SHARES
YORK INTL CORP NEW COM COMMON STOCK 986670107 6 200 SHARES
YORK INTL CORP NEW COM COMMON STOCK 986670107 25 800 SHARES
YORK WATER COMPANY COMMON STOCK 987184108 823 47481 SHARES
YORK WATER COMPANY COMMON STOCK 987184108 1033 59568 SHARES
YUM! BRANDS INC COMMON STOCK 988498101 480 11800 SHARES
YUM! BRANDS INC COMMON STOCK 988498101 406 9990 SHARES
ZALE CORP. COMMON STOCK 988858106 967 34400 SHARES
ZIONS BANCORPORATION COM COMMON STOCK 989701107 55 900 SHARES
ZOLL MED CORP COMMON STOCK 989922109 67 2000 SHARES
ZOLL MED CORP COMMON STOCK 989922109 77 2300 SHARES
ADC TELECOMMUNICATIONS INC COM COMMON STOCK 000886101 22 12000 SHARES
ADE CORPORATION COMMON STOCK 00089C107 78 4600 SHARES
ADE CORPORATION COMMON STOCK 00089C107 87 5100 SHARES
ABM INDUSTRIES INCORPORATED COMMON STOCK 000957100 8 400 SHARES
AFLAC INCORPORATED COMMON STOCK 001055102 2132 54380 SHARES
AFLAC INCORPORATED COMMON STOCK 001055102 123 3129 SHARES
AGCO CORP COM COMMON STOCK 001084102 89 3943 SHARES
AGL RESOURCES INC COM COMMON STOCK 001204106 147 4775 SHARES
AGL RESOURCES INC COM COMMON STOCK 001204106 356 11565 SHARES
AGL RESOURCES INC COM COMMON STOCK 001204106 43 1400 SHARES
AES CORP COM COMMON STOCK 00130H105 52 5180 SHARES
AES CORP COM COMMON STOCK 00130H105 8 800 SHARES
AES CORPORATION COMMON STOCK 00130H105 4257 426075 SHARES
AK STEEL HOLDING CORP COM COMMON STOCK 001547108 1 66 SHARES
WELLS FARGO & COMPANY NEW X 2 61647 0 0
WELLS FARGO CO X 1 193789 0 950
WELLS FARGO CO X 1 121758 0 7100
WELLS FARGO CO X 3 6250 0 0
WENDYS INTL INC COM X 1 3200 0 0
WERNER ENTERPRISES INC X 1 216417 0 3905
WERNER ENTERPRISES INC X 3 379730 0 4940
WERNER ENTERPRISES INC X 1 5150 0 0
WEST MARINE INC COM X 1 1100 0 0
WEST MARINE INC COM X 3 1300 0 0
WEST PHARMACEUTICAL SERVICES, INC. X 3 30000 0 0
WESTAMERICA BANCORPORATION X 1 0 0 3800
WESTERN DIGITAL CORP. X 3 13600 0 0
WEYERHAEUSER CO COM X 1 4124 0 0
WEYERHAEUSER CO COM X 1 6173 0 798
WHEELING-PITTSBURG CORP X 1 245 0 0
WHIRLPOOL CORP COM X 1 1292 0 0
WHIRLPOOL CORP COM X 1 742 0 0
WHOLE FOODS MKT INC COM X 1 400 0 0
WHOLE FOODS MKT INC COM X 1 150 0 0
WILLIAMS COMPANIES INCORPORATED X 2 11975 0 0
WILLIAMS COS INC COM X 1 5977 0 0
WILLIAMS COS INC COM X 1 1303 0 1200
WILLIAM SONOMA INC COM X 1 200 0 0
WINN DIXIE STORES INC COM X 1 62668 0 0
WISCONSIN ENERGY CORP COM X 1 6650 0 0
WISCONSIN ENERGY CORP COM X 1 5338 0 0
WOODWARD GOVERNOR CO COM X 1 0 0 3800
WOODWARD GOVERNOR CO. X 3 13100 0 0
WORTHINGTON INDS INC COM X 1 468 0 13075
WRIGLEY WM JR CO X 1 3000 0 0
WRIGLEY WM JR CO X 1 7220 0 750
WRIGLEY WM JR CO X 3 2000 0 1000
WYETH X 1 404648 0 6050
WYETH X 3 234028 0 1000
WYETH X 1 281580 0 123075
WYETH X 2 35008 0 0
WYETH X 3 8300 0 1200
WYNDHAM INTL INC CL A X 1 1439 0 0
WYNN RESORTS LIMITED X 1 200 0 0
XM SATELLITE RADIO HLDGS INC X 1 1175 0 0
X-RITE INC COM X 1 250 0 0
XEROX CORP X 1 6986 0 0
XEROX CORP X 3 0 0 200
XEROX CORP X 1 8700 0 3000
XYBERNAUT CORP COM X 1 100 0 0
YDI WIRELESS INC X 1 21800 0 0
YDI WIRELESS INC X 3 25300 0 0
YAHOO INC COM X 1 936 0 0
YAHOO INC COM X 1 500 0 0
YORK INTERNATIONAL CORP. X 3 18700 0 0
YORK INTL CORP NEW COM X 1 200 0 0
YORK INTL CORP NEW COM X 1 800 0 0
YORK WATER COMPANY X 1 47481 0 0
YORK WATER COMPANY X 1 59568 0 0
YUM! BRANDS INC X 1 11800 0 0
YUM! BRANDS INC X 1 8070 0 1920
ZALE CORP. X 3 34400 0 0
ZIONS BANCORPORATION COM X 1 900 0 0
ZOLL MED CORP X 1 2000 0 0
ZOLL MED CORP X 3 2300 0 0
ADC TELECOMMUNICATIONS INC COM X 1 12000 0 0
ADE CORPORATION X 1 4600 0 0
ADE CORPORATION X 3 5100 0 0
ABM INDUSTRIES INCORPORATED X 1 400 0 0
AFLAC INCORPORATED X 1 54380 0 0
AFLAC INCORPORATED X 1 2129 0 1000
AGCO CORP COM X 3 3943 0 0
AGL RESOURCES INC COM X 1 4775 0 0
AGL RESOURCES INC COM X 1 11565 0 0
AGL RESOURCES INC COM X 3 1400 0 0
AES CORP COM X 1 5180 0 0
AES CORP COM X 1 800 0 0
AES CORPORATION X 2 426075 0 0
AK STEEL HOLDING CORP COM X 1 66 0 0
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AMLI RESIDENTIAL PROPERTIES TRUST COMMON STOCK 001735109 1343 43957 SHARES
ATI TECHNOLOGIES INC COMMON STOCK 001941103 48 3100 SHARES
ATI TECHNOLOGIES, INC. COMMON STOCK 001941103 414 27000 SHARES
AT&T CORP COMMON STOCK 001957505 312 21792 SHARES
AT&T CORP COMMON STOCK 001957505 4 263 SHARES
AT&T CORP COMMON STOCK 001957505 198 13825 SHARES
AT&T CORP COMMON STOCK 001957505 2 125 SHARES
AT&T WIRELESS SERVICES COMMON STOCK 00209A106 518 35057 SHARES
AT&T WIRELESS SERVICES COMMON STOCK 00209A106 6 393 SHARES
AT&T WIRELESS SERVICES COMMON STOCK 00209A106 218 14760 SHARES
AT&T WIRELESS SERVICES COMMON STOCK 00209A106 145 9843 SHARES
AVX CORPORATION COM COMMON STOCK 002444107 12 1000 SHARES
AVX CORPORATION COM COMMON STOCK 002444107 12 1000 SHARES
ABBOTT LABORATORIES COMMON STOCK 002824100 10726 253200 SHARES
ABBOTT LABORATORIES COMMON STOCK 002824100 1384 32665 SHARES
ABBOTT LABORATORIES COMMON STOCK 002824100 6692 157987 SHARES
ABBOTT LABORATORIES COMMON STOCK 002824100 2566 60575 SHARES
ABBOTT LABORATORIES COMMON STOCK 002824100 252 5950 SHARES
ABERCROMBIE & FITCH CO CL A COMMON STOCK 002896207 76 2400 SHARES
ABERCROMBIE & FITCH CO CL A COMMON STOCK 002896207 16 500 SHARES
ABERCROMBIE & FITCH CO., CLASS A COMMON STOCK 002896207 665 21100 SHARES
ACTION PERFORMANCE COS., INC. COMMON STOCK 004933107 138 13600 SHARES
ACTIVE POWER, INC. COMMON STOCK 00504W100 81 29600 SHARES
ACXIOM CORP COMMON STOCK 005125109 142 6000 SHARES
ADESA INC COMMON STOCK 00686U104 131 8000 SHARES
ADESA INC COMMON STOCK 00686U104 87 5300 SHARES
ADOBE SYS INC COM COMMON STOCK 00724F101 299 6040 SHARES
ADOBE SYS INC COM COMMON STOCK 00724F101 22 440 SHARES
ADOBE SYSTEMS INCORPORATED COMMON STOCK 00724F101 740 14950 SHARES
ADOBE SYSTEMS, INC. COMMON STOCK 00724F101 1440 29100 SHARES
ADVANCE AUTO PARTS COMMON STOCK 00751Y106 127 3700 SHARES
ADVANCE AUTO PARTS, INC. COMMON STOCK 00751Y106 1139 33100 SHARES
ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 6 140 SHARES
ADVANCED MICRO DEVICES INC COM COMMON STOCK 007903107 12 950 SHARES
ADVANCED MICRO DEVICES INC COM COMMON STOCK 007903107 72 5500 SHARES
ADVANTA CORP., CLASS B COMMON STOCK 007942204 1067 44100 SHARES
AETHER SYSTEMS INCORPORATED COMMON STOCK 00808V105 4 1100 SHARES
AETNA INC NEW COM COMMON STOCK 00817Y108 376 3764 SHARES
AETNA INC NEW COM COMMON STOCK 00817Y108 225 2250 SHARES
AETNA INC NEW COM COMMON STOCK 00817Y108 32 320 SHARES
AETNA, INC. COMMON STOCK 00817Y108 1349 13500 SHARES
AFFILIATED COMPUTER SVCS INC CL A COMMON STOCK 008190100 132 2380 SHARES
AFFILIATED COMPUTER SVCS INC CL A COMMON STOCK 008190100 136 2450 SHARES
AFFYMETRIX INC COMMON STOCK 00826T108 8 250 SHARES
AFFORDABLE RESIDENTIAL COMMUNITY COMMON STOCK 008273104 7 500 SHARES
AGERE SYS INC CL A COMMON STOCK 00845V100 2 1824 SHARES
AGERE SYS INC CL A COMMON STOCK 00845V100 0 245 SHARES
AGERE SYS INC CL B COMMON STOCK 00845V209 4 3819 SHARES
AGERE SYS INC CL B COMMON STOCK 00845V209 7 6612 SHARES
AGILENT TECHNOLOGIES INC COM COMMON STOCK 00846U101 215 9958 SHARES
AGILENT TECHNOLOGIES INC COM COMMON STOCK 00846U101 2 100 SHARES
AGILENT TECHNOLOGIES INC COM COMMON STOCK 00846U101 253 11714 SHARES
AGILENT TECHNOLOGIES INC COM COMMON STOCK 00846U101 33 1525 SHARES
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 1230 22619 SHARES
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 1044 19193 SHARES
AIRTRAN HLDGS INC COMMON STOCK 00949P108 2 200 SHARES
AKAMAI TECHNOLOGIES INC COM COMMON STOCK 00971T101 18 1300 SHARES
AKAMAI TECHNOLOGIES INC COM COMMON STOCK 00971T101 21 1500 SHARES
ALBANY INTERNATIONAL CORP., CLASS A COMMON STOCK 012348108 975 32700 SHARES
ALBEMARLE CORP COM COMMON STOCK 012653101 140 4000 SHARES
ALBEMARLE CORP COM COMMON STOCK 012653101 835 23800 SHARES
ALBEMARLE CORP. COMMON STOCK 012653101 842 24000 SHARES
ALBERTSON'S INC COMMON STOCK 013104104 31 1307 SHARES
ALBERTSON'S INC COMMON STOCK 013104104 48 2000 SHARES
ALCOA INC COM COMMON STOCK 013817101 13368 397985 SHARES
ALCOA INC COM COMMON STOCK 013817101 7440 221508 SHARES
ALCOA INC COM COMMON STOCK 013817101 2956 88003 SHARES
ALDILA INCORPORATED NEW COMMON STOCK 014384200 1 66 SHARES
ALEXION PHARMACEUTICALS INC COM COMMON STOCK 015351109 5 300 SHARES
ALIGN TECHNOLOGY, INC. COMMON STOCK 016255101 163 10700 SHARES
ALKERMES, INC. COMMON STOCK 01642T108 375 32500 SHARES
ALLEGHENY ENERGY INC COMMON STOCK 017361106 10 629 SHARES
ALLEGHENY ENERGY INC COMMON STOCK 017361106 85 5297 SHARES
ALLEGHENY TECHNOLOGIES INC COM COMMON STOCK 01741R102 18 962 SHARES
ALLERGAN INC COMMON STOCK 018490102 58 800 SHARES
AMLI RESIDENTIAL PROPERTIES TRUST X 2 43957 0 0
ATI TECHNOLOGIES INC X 1 3100 0 0
ATI TECHNOLOGIES, INC. X 3 27000 0 0
AT&T CORP X 1 21752 0 40
AT&T CORP X 3 143 0 120
AT&T CORP X 1 12824 0 1001
AT&T CORP X 3 125 0 0
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AT&T WIRELESS SERVICES X 3 0 0 393
AT&T WIRELESS SERVICES X 1 13868 0 892
AT&T WIRELESS SERVICES X 3 9843 0 0
AVX CORPORATION COM X 1 1000 0 0
AVX CORPORATION COM X 1 1000 0 0
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ABBOTT LABORATORIES X 3 24140 0 8525
ABBOTT LABORATORIES X 1 141387 0 16600
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ABBOTT LABORATORIES X 3 4950 0 1000
ABERCROMBIE & FITCH CO CL A X 1 2400 0 0
ABERCROMBIE & FITCH CO CL A X 1 500 0 0
ABERCROMBIE & FITCH CO., CLASS A X 3 21100 0 0
ACTION PERFORMANCE COS., INC. X 3 13600 0 0
ACTIVE POWER, INC. X 3 29600 0 0
ACXIOM CORP X 3 6000 0 0
ADESA INC X 1 1000 0 7000
ADESA INC X 1 5300 0 0
ADOBE SYS INC COM X 1 6040 0 0
ADOBE SYS INC COM X 1 440 0 0
ADOBE SYSTEMS INCORPORATED X 2 14950 0 0
ADOBE SYSTEMS, INC. X 3 29100 0 0
ADVANCE AUTO PARTS X 1 3700 0 0
ADVANCE AUTO PARTS, INC. X 3 33100 0 0
ADVANCED MEDICAL OPTICS X 1 140 0 0
ADVANCED MICRO DEVICES INC COM X 1 950 0 0
ADVANCED MICRO DEVICES INC COM X 1 5500 0 0
ADVANTA CORP., CLASS B X 3 44100 0 0
AETHER SYSTEMS INCORPORATED X 1 1100 0 0
AETNA INC NEW COM X 1 3764 0 0
AETNA INC NEW COM X 1 2250 0 0
AETNA INC NEW COM X 3 320 0 0
AETNA, INC. X 3 13500 0 0
AFFILIATED COMPUTER SVCS INC CL A X 1 2380 0 0
AFFILIATED COMPUTER SVCS INC CL A X 1 2450 0 0
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AGERE SYS INC CL A X 1 1824 0 0
AGERE SYS INC CL A X 1 223 0 22
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AGERE SYS INC CL B X 1 6021 0 591
AGILENT TECHNOLOGIES INC COM X 1 9958 0 0
AGILENT TECHNOLOGIES INC COM X 3 100 0 0
AGILENT TECHNOLOGIES INC COM X 1 11104 0 610
AGILENT TECHNOLOGIES INC COM X 3 1525 0 0
AIR PRODUCTS & CHEMICALS INC X 1 22419 0 200
AIR PRODUCTS & CHEMICALS INC X 1 16943 0 2250
AIRTRAN HLDGS INC X 1 200 0 0
AKAMAI TECHNOLOGIES INC COM X 1 1300 0 0
AKAMAI TECHNOLOGIES INC COM X 3 1500 0 0
ALBANY INTERNATIONAL CORP., CLASS A X 3 32700 0 0
ALBEMARLE CORP COM X 1 4000 0 0
ALBEMARLE CORP COM X 1 23800 0 0
ALBEMARLE CORP. X 3 24000 0 0
ALBERTSON'S INC X 1 1307 0 0
ALBERTSON'S INC X 1 0 0 2000
ALCOA INC COM X 1 394503 0 3482
ALCOA INC COM X 3 217309 0 4199
ALCOA INC COM X 1 82188 0 5815
ALDILA INCORPORATED NEW X 1 66 0 0
ALEXION PHARMACEUTICALS INC COM X 1 0 0 300
ALIGN TECHNOLOGY, INC. X 3 10700 0 0
ALKERMES, INC. X 3 32500 0 0
ALLEGHENY ENERGY INC X 1 629 0 0
ALLEGHENY ENERGY INC X 1 4997 0 300
ALLEGHENY TECHNOLOGIES INC COM X 1 962 0 0
ALLERGAN INC X 1 800 0 0
30 of 49
ALLERGAN INC COMMON STOCK 018490102 80 1102 SHARES
ALLETE INC COMMON STOCK 018522300 11 334 SHARES
ALLETE INC COMMON STOCK 018522300 57 1766 SHARES
ALLIANCE CAP MGMT HLDG L P COMMON STOCK 01855A101 83 2325 SHARES
ALLIANCE CAP MGMT HLDG L P COMMON STOCK 01855A101 71 2000 SHARES
ALLIANCE IMAGING, INC. COMMON STOCK 018606202 332 44500 SHARES
ALLIANT ENERGY CORP COMMON STOCK 018802108 20 806 SHARES
ALLIANT ENERGY CORP COMMON STOCK 018802108 3 111 SHARES
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 8 127 SHARES
ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 25 405 SHARES
ALLIED CAPITAL CORP NEW COM COMMON STOCK 01903Q108 26 1050 SHARES
ALLIED CAPITAL CORP NEW COM COMMON STOCK 01903Q108 94 3845 SHARES
ALLIED CAPITAL CORPORATION COMMON STOCK 01903Q108 858 35197 SHARES
ALLIS-CHALMERS CORPORATION COMMON STOCK 019645506 0 3 SHARES
ALLSTATE CORP COMMON STOCK 020002101 6581 137137 SHARES
ALLSTATE CORP COMMON STOCK 020002101 3851 80251 SHARES
ALLSTATE CORP COMMON STOCK 020002101 2006 41810 SHARES
ALLSTATE CORPORATION COMMON STOCK 020002101 1496 31173 SHARES
ALLTEL CORP COMMON STOCK 020039103 886 16140 SHARES
ALLTEL CORP COMMON STOCK 020039103 1650 30041 SHARES
ALLTEL CORPORATION COMMON STOCK 020039103 220 4000 SHARES
ALPHARMA, INC., CLASS A COMMON STOCK 020813101 739 40400 SHARES
ALTERA CORP COM COMMON STOCK 021441100 154 7875 SHARES
ALTERA CORP COM COMMON STOCK 021441100 58 2950 SHARES
ALTERA CORP. COMMON STOCK 021441100 254 13000 SHARES
ALTRIA GROUP INC COMMON STOCK 02209S103 9670 205566 SHARES
ALTRIA GROUP INC COMMON STOCK 02209S103 650 13819 SHARES
ALTRIA GROUP INC COMMON STOCK 02209S103 9370 199184 SHARES
ALTRIA GROUP INC COMMON STOCK 02209S103 590 12550 SHARES
ALTRIA GROUP INC COMMON STOCK 02209S103 485 10318 SHARES
AMAZON.COM INC COM COMMON STOCK 023135106 7 171 SHARES
AMAZON.COM INC COM COMMON STOCK 023135106 45 1100 SHARES
AMBAC FINANCIAL GROUP INC COM COMMON STOCK 023139108 240 3000 SHARES
AMEREN CORP COMMON STOCK 023608102 52 1117 SHARES
AMEREN CORP COMMON STOCK 023608102 68 1465 SHARES
AMERICAN AXLE & MANUFACTURING
HOLDINGS, INC. COMMON STOCK 024061103 1056 36100 SHARES
AMERICAN AXLE & MANUFACTURING
HOLDINGS, INC. COMMON STOCK 024061103 41 1400 SHARES
AMERICAN BILTRITE INCORPORATED COMMON STOCK 024591109 522 42600 SHARES
AMERICAN CAPITAL STRATEGIES LTD COMMON STOCK 024937104 31 1000 SHARES
AMERICAN CAPITAL STRATEGIES LTD COMMON STOCK 024937104 41 1300 SHARES
AMERICAN CAPITAL STRATEGIES LTD COMMON STOCK 024937104 2018 64400 SHARES
AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 345 10784 SHARES
AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 425 13311 SHARES
AMERICAN ELECTRIC POWER CO INC COMMON STOCK 025537101 23 720 SHARES
AMERICAN ELECTRIC POWER INC COMMON STOCK 025537101 208 6500 SHARES
AMERICAN EAGLE OUTFITTER INC NEW COM COMMON STOCK 02553E106 166 4500 SHARES
AMERICAN EQUITY INVESTMENT LIFE HLDG COMMON STOCK 025676206 95 10000 SHARES
AMERICAN EXPRESS CO COMMON STOCK 025816109 2651 51523 SHARES
AMERICAN EXPRESS CO COMMON STOCK 025816109 55 1075 SHARES
AMERICAN EXPRESS CO COMMON STOCK 025816109 1330 25837 SHARES
AMERICAN EXPRESS CO COMMON STOCK 025816109 463 9006 SHARES
AMERICAN EXPRESS COMPANY COMMON STOCK 025816109 988 19200 SHARES
AMERICAN FINL GROUP INC COM COMMON STOCK 025932104 3 117 SHARES
AMERICAN FINL GROUP INC COM COMMON STOCK 025932104 12 400 SHARES
AMERICAN FINANCIAL REALTY COMMON STOCK 02607P305 1633 115700 SHARES
AMERICAN FINANCIAL REALTY TRUST COMMON STOCK 02607P305 56 4000 SHARES
AMERICAN GREETINGS CORP., CLASS A COMMON STOCK 026375105 555 22100 SHARES
AMERICAN INTERNATIONAL GROUP INC COMMON STOCK 026874107 4616 67896 SHARES
AMERICAN INTERNATIONAL GROUP INC COM COMMON STOCK 026874107 20574 302601 SHARES
AMERICAN INTERNATIONAL GROUP INC COM COMMON STOCK 026874107 7217 106143 SHARES
AMERICAN INTERNATIONAL GROUP INC COM COMMON STOCK 026874107 11044 162430 SHARES
AMERICAN LOCKER GROUP INC COM COMMON STOCK 027284108 8 800 SHARES
AMERICAN POWER CONVERSION CORP. COMMON STOCK 029066107 1423 81800 SHARES
AMERICAN POWER CONVERSION CORP. COMMON STOCK 029066107 158 9100 SHARES
AMERICAN SELECT PORTFOLIO COMMON STOCK 029570108 55 4000 SHARES
AMERICAN STANDARD COS INC DEL COM COMMON STOCK 029712106 82 2100 SHARES
AMERICAN STANDARD COS INC DEL COM COMMON STOCK 029712106 786 20200 SHARES
AMERICAN TECHNOLOGY CORP COMMON STOCK 030145205 35 6000 SHARES
AMERON, INC. COMMON STOCK 030710107 507 15400 SHARES
AMERUS GROUP CO. COMMON STOCK 03072M108 1082 26400 SHARES
AMERISOURCEBERGEN CORP. COMMON STOCK 03073E105 64 1200 SHARES
AMERISOURCEBERGEN CORP. COMMON STOCK 03073E105 290 5400 SHARES
AMERISOURCEBERGEN CORP. COMMON STOCK 03073E105 31 585 SHARES
AMERITRADE HOLDING CORP COMMON STOCK 03074K100 6 515 SHARES
AMERIGAS PARTNERS LP COMMON STOCK 030975106 56 1900 SHARES
ALLERGAN INC X 1 1102 0 0
ALLETE INC X 1 334 0 0
ALLETE INC X 1 1766 0 0
ALLIANCE CAP MGMT HLDG L P X 1 2325 0 0
ALLIANCE CAP MGMT HLDG L P X 1 2000 0 0
ALLIANCE IMAGING, INC. X 3 44500 0 0
ALLIANT ENERGY CORP X 1 806 0 0
ALLIANT ENERGY CORP X 1 111 0 0
ALLIANT TECHSYSTEMS INC X 1 127 0 0
ALLIANT TECHSYSTEMS INC X 1 405 0 0
ALLIED CAPITAL CORP NEW COM X 1 1050 0 0
ALLIED CAPITAL CORP NEW COM X 1 3845 0 0
ALLIED CAPITAL CORPORATION X 2 35197 0 0
ALLIS-CHALMERS CORPORATION X 1 3 0 0
ALLSTATE CORP X 1 135917 0 1220
ALLSTATE CORP X 3 80251 0 0
ALLSTATE CORP X 1 41160 0 650
ALLSTATE CORPORATION X 2 31173 0 0
ALLTEL CORP X 1 15990 0 150
ALLTEL CORP X 1 26041 0 4000
ALLTEL CORPORATION X 2 4000 0 0
ALPHARMA, INC., CLASS A X 3 40400 0 0
ALTERA CORP COM X 1 7875 0 0
ALTERA CORP COM X 1 2950 0 0
ALTERA CORP. X 3 13000 0 0
ALTRIA GROUP INC X 1 205466 0 100
ALTRIA GROUP INC X 3 13319 0 500
ALTRIA GROUP INC X 1 189834 0 9350
ALTRIA GROUP INC X 2 12550 0 0
ALTRIA GROUP INC X 3 6485 0 3833
AMAZON.COM INC COM X 1 171 0 0
AMAZON.COM INC COM X 1 1000 0 100
AMBAC FINANCIAL GROUP INC COM X 1 3000 0 0
AMEREN CORP X 1 1117 0 0
AMEREN CORP X 1 1465 0 0
AMERICAN AXLE & MANUFACTURING
HOLDINGS, INC. X 3 36100 0 0
AMERICAN AXLE & MANUFACTURING
HOLDINGS, INC. X 1 1400 0 0
AMERICAN BILTRITE INCORPORATED X 1 42600 0 0
AMERICAN CAPITAL STRATEGIES LTD X 1 1000 0 0
AMERICAN CAPITAL STRATEGIES LTD X 1 1300 0 0
AMERICAN CAPITAL STRATEGIES LTD X 2 64400 0 0
AMERICAN ELECTRIC POWER CO INC X 1 10784 0 0
AMERICAN ELECTRIC POWER CO INC X 1 9681 0 3630
AMERICAN ELECTRIC POWER CO INC X 3 720 0 0
AMERICAN ELECTRIC POWER INC X 2 6500 0 0
AMERICAN EAGLE OUTFITTER INC NEW COM X 1 0 0 4500
AMERICAN EQUITY INVESTMENT LIFE HLDG X 1 10000 0 0
AMERICAN EXPRESS CO X 1 50923 0 600
AMERICAN EXPRESS CO X 3 1075 0 0
AMERICAN EXPRESS CO X 1 22081 0 3756
AMERICAN EXPRESS CO X 3 9006 0 0
AMERICAN EXPRESS COMPANY X 2 19200 0 0
AMERICAN FINL GROUP INC COM X 3 117 0 0
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AMERICAN FINANCIAL REALTY X 2 115700 0 0
AMERICAN FINANCIAL REALTY TRUST X 1 4000 0 0
AMERICAN GREETINGS CORP., CLASS A X 3 22100 0 0
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AMERICAN INTERNATIONAL GROUP INC COM X 1 299465 0 3136
AMERICAN INTERNATIONAL GROUP INC COM X 3 103454 0 2689
AMERICAN INTERNATIONAL GROUP INC COM X 1 140184 0 22246
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AMERICAN POWER CONVERSION CORP. X 3 81800 0 0
AMERICAN POWER CONVERSION CORP. X 1 9100 0 0
AMERICAN SELECT PORTFOLIO X 1 4000 0 0
AMERICAN STANDARD COS INC DEL COM X 1 2100 0 0
AMERICAN STANDARD COS INC DEL COM X 3 20200 0 0
AMERICAN TECHNOLOGY CORP X 1 6000 0 0
AMERON, INC. X 3 15400 0 0
AMERUS GROUP CO. X 3 26400 0 0
AMERISOURCEBERGEN CORP. X 1 1200 0 0
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AMERISOURCEBERGEN CORP. X 1 585 0 0
AMERITRADE HOLDING CORP X 1 515 0 0
AMERIGAS PARTNERS LP X 1 1900 0 0
31 of 49
AMETEK AEROSPACE PRODS INC COM COMMON STOCK 031100100 57 1884 SHARES
AMGEN INC COMMON STOCK 031162100 17584 309518 SHARES
AMGEN INC COMMON STOCK 031162100 12004 211309 SHARES
AMGEN INC COMMON STOCK 031162100 4735 83354 SHARES
AMGEN INC COMMON STOCK 031162100 318 5600 SHARES
AMSOUTH BANCORPORATION COMMON STOCK 032165102 29 1200 SHARES
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 887 13368 SHARES
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 428 6457 SHARES
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 509 7664 SHARES
ANADARKO PETROLEUM CORPORATION COMMON STOCK 032511107 226 3400 SHARES
ANALOG DEVICES INC COMMON STOCK 032654105 243 6275 SHARES
ANALOG DEVICES INC COMMON STOCK 032654105 31 800 SHARES
ANALOG DEVICES, INC. COMMON STOCK 032654105 675 17400 SHARES
ANDRX GROUP COM COMMON STOCK 034553107 18 800 SHARES
ANDRX GROUP COM COMMON STOCK 034553107 22 1000 SHARES
ANHEUSER BUSCH COMPANIES INC COMMON STOCK 035229103 452 9046 SHARES
ANHEUSER BUSCH COS INC COM COMMON STOCK 035229103 1416 28348 SHARES
ANHEUSER BUSCH COS INC COM COMMON STOCK 035229103 35 700 SHARES
ANHEUSER BUSCH COS INC COM COMMON STOCK 035229103 1625 32542 SHARES
ANHEUSER BUSCH COS INC COM COMMON STOCK 035229103 120 2400 SHARES
ANNALY MTGE MANAGEMENT INC (REIT) COMMON STOCK 035710409 42 2425 SHARES
ANNAPOLIS BANCORP INCORPORATED COMMON STOCK 035848100 10 1000 SHARES
ANNTAYLOR STORES CORP COMMON STOCK 036115103 5 225 SHARES
ANTHEM, INC. COMMON STOCK 03674B104 1588 18200 SHARES
ANTHEM,INC COMMON STOCK 03674B104 192 2200 SHARES
ANSWERTHINK CONSULTING GROUP INC COMMON STOCK 036916104 73 13600 SHARES
ANSWERTHINK CONSULTING GROUP INC COMMON STOCK 036916104 80 15000 SHARES
AON CORP COM COMMON STOCK 037389103 272 9475 SHARES
AON CORP COM COMMON STOCK 037389103 43 1500 SHARES
APACHE CORP COM COMMON STOCK 037411105 1511 30146 SHARES
APACHE CORP COM COMMON STOCK 037411105 672 13419 SHARES
APOLLO GROUP INC CL A COMMON STOCK 037604105 92 1252 SHARES
APOLLO GROUP INC CL A COMMON STOCK 037604105 18 250 SHARES
APOLLO GROUP, INC., CLASS A COMMON STOCK 037604105 851 11599 SHARES
APOLLO INVESTMENT CORP. COMMON STOCK 03761U106 112 7900 SHARES
APPLE COMPUTER INC COM COMMON STOCK 037833100 19 500 SHARES
APPLE COMPUTER INC COM COMMON STOCK 037833100 74 1900 SHARES
APPLEBEE INTERNATIONAL INC COM COMMON STOCK 037899101 55 2175 SHARES
APPLERA CORP-APPLIED BIOSYSTEMS GRP COMMON STOCK 038020103 73 3887 SHARES
APPLERA CORP-CELERA GENOMICS GR COMMON STOCK 038020202 7 600 SHARES
APPLIED MATERIALS COMMON STOCK 038222105 1699 102980 SHARES
APPLIED MATERIALS COMMON STOCK 038222105 2336 141661 SHARES
APPLIED MATERIALS COMMON STOCK 038222105 289 17514 SHARES
APPLIED MATERIALS INCORPORATED COMMON STOCK 038222105 783 47500 SHARES
APPLED MICRO CIRCUITS CORP COM COMMON STOCK 03822W109 49 15500 SHARES
APPLIED MICRO CIRCUITS CORP. COMMON STOCK 03822W109 327 104600 SHARES
AQUA AMERICA INC COMMON STOCK 03836W103 95 4313 SHARES
AQUANTIVE, INC. COMMON STOCK 03839G105 855 88600 SHARES
ARAMARK CORP COMMON STOCK 038521100 1 50 SHARES
ARCH COAL INC COMMON STOCK 039380100 71 2000 SHARES
ARCH COAL INC COMMON STOCK 039380100 85 2400 SHARES
ARCHER DANIELS MIDLAND CO COM COMMON STOCK 039483102 162 9566 SHARES
ARCHER DANIELS MIDLAND CO COM COMMON STOCK 039483102 381 22447 SHARES
ARCHER-DANIELS-MIDLAND CO. COMMON STOCK 039483102 766 45100 SHARES
ARCHSTONE-SMITH TRUST COMMON STOCK 039583109 1920 60667 SHARES
ARCHSTONE-SMITH TRUST (REIT) COMMON STOCK 039583109 770 24330 SHARES
ARCHSTONE-SMITH TRUST (REIT) COMMON STOCK 039583109 221 7000 SHARES
ARGONAUT GROUP COMMON STOCK 040157109 14 732 SHARES
ARIBA INC COMMON STOCK 04033V203 0 5 SHARES
ARQULE, INC. COMMON STOCK 04269E107 51 11100 SHARES
ARROW INTERNATIONAL INC COMMON STOCK 042764100 48 1600 SHARES
ARROW INTERNATIONAL INC COMMON STOCK 042764100 18 600 SHARES
ARTESIAN RESOURCES CORPORATION CL A COMMON STOCK 043113208 20 750 SHARES
ARTESYN TECHNOLOGIES, INC. COMMON STOCK 043127109 77 7700 SHARES
ARVINMERITOR INC COM COMMON STOCK 043353101 1 51 SHARES
ARVINMERITOR, INC. COMMON STOCK 043353101 544 29000 SHARES
ASHLAND INC COM COMMON STOCK 044204105 41 726 SHARES
ASHLAND INC COM COMMON STOCK 044204105 28 498 SHARES
ASK JEEVES, INC. COMMON STOCK 045174109 523 16000 SHARES
ASPECT COMMUNICATIONS CORP. COMMON STOCK 04523Q102 340 34200 SHARES
ASPEN TECHNOLOGY, INC. COMMON STOCK 045327103 637 91100 SHARES
ASTA FUNDING, INC. COMMON STOCK 046220109 50 3100 SHARES
ASTA FUNDING, INC. COMMON STOCK 046220109 57 3500 SHARES
ATLAS PIPELINE PARTNERS LP COMMON STOCK 049392103 8 200 SHARES
ATMEL CORP COMMON STOCK 049513104 12 3410 SHARES
AMETEK AEROSPACE PRODS INC COM X 1 1884 0 0
AMGEN INC X 1 305921 0 3597
AMGEN INC X 3 203059 0 8250
AMGEN INC X 1 75534 0 7820
AMGEN INC X 3 5600 0 0
AMSOUTH BANCORPORATION X 1 1200 0 0
ANADARKO PETROLEUM CORP X 1 13368 0 0
ANADARKO PETROLEUM CORP X 1 6457 0 0
ANADARKO PETROLEUM CORP X 3 7664 0 0
ANADARKO PETROLEUM CORPORATION X 2 3400 0 0
ANALOG DEVICES INC X 1 6275 0 0
ANALOG DEVICES INC X 1 0 0 800
ANALOG DEVICES, INC. X 3 17400 0 0
ANDRX GROUP COM X 1 800 0 0
ANDRX GROUP COM X 3 1000 0 0
ANHEUSER BUSCH COMPANIES INC X 2 9046 0 0
ANHEUSER BUSCH COS INC COM X 1 28288 0 60
ANHEUSER BUSCH COS INC COM X 3 0 0 700
ANHEUSER BUSCH COS INC COM X 1 32312 0 230
ANHEUSER BUSCH COS INC COM X 3 0 0 2400
ANNALY MTGE MANAGEMENT INC (REIT) X 1 2425 0 0
ANNAPOLIS BANCORP INCORPORATED X 1 1000 0 0
ANNTAYLOR STORES CORP X 1 225 0 0
ANTHEM, INC. X 3 18200 0 0
ANTHEM,INC X 1 2200 0 0
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ANSWERTHINK CONSULTING GROUP INC X 3 15000 0 0
AON CORP COM X 1 9475 0 0
AON CORP COM X 1 1500 0 0
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APOLLO GROUP INC CL A X 1 1252 0 0
APOLLO GROUP INC CL A X 1 250 0 0
APOLLO GROUP, INC., CLASS A X 3 11599 0 0
APOLLO INVESTMENT CORP. X 3 7900 0 0
APPLE COMPUTER INC COM X 1 500 0 0
APPLE COMPUTER INC COM X 1 500 0 1400
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AQUA AMERICA INC X 1 4313 0 0
AQUANTIVE, INC. X 3 88600 0 0
ARAMARK CORP X 1 50 0 0
ARCH COAL INC X 1 2000 0 0
ARCH COAL INC X 3 2400 0 0
ARCHER DANIELS MIDLAND CO COM X 1 9566 0 0
ARCHER DANIELS MIDLAND CO COM X 1 15947 0 6500
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ARIBA INC X 1 5 0 0
ARQULE, INC. X 3 11100 0 0
ARROW INTERNATIONAL INC X 1 1600 0 0
ARROW INTERNATIONAL INC X 1 400 0 200
ARTESIAN RESOURCES CORPORATION CL A X 1 0 0 750
ARTESYN TECHNOLOGIES, INC. X 3 7700 0 0
ARVINMERITOR INC COM X 1 51 0 0
ARVINMERITOR, INC. X 3 29000 0 0
ASHLAND INC COM X 1 726 0 0
ASHLAND INC COM X 1 498 0 0
ASK JEEVES, INC. X 3 16000 0 0
ASPECT COMMUNICATIONS CORP. X 3 34200 0 0
ASPEN TECHNOLOGY, INC. X 3 91100 0 0
ASTA FUNDING, INC. X 1 3100 0 0
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ATLAS PIPELINE PARTNERS LP X 1 200 0 0
ATMEL CORP X 1 3410 0 0
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ATMOS ENERGY CORP COMMON STOCK 049560105 4 150 SHARES
AUGUST TECHNOLOGY CORP. COMMON STOCK 05106U105 225 32800 SHARES
AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 3403 82357 SHARES
AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 2190 52999 SHARES
AUTOMATIC DATA PROCESSING INC COMMON STOCK 053015103 1826 44198 SHARES
AVAYA INC COM COMMON STOCK 053499109 12 835 SHARES
AVAYA INC COM COMMON STOCK 053499109 23 1681 SHARES
AVERY DENNISON CORP COM COMMON STOCK 053611109 39 600 SHARES
AVERY DENNISON CORP COM COMMON STOCK 053611109 164 2500 SHARES
AVID TECHNOLOGY INC COMMON STOCK 05367P100 108 2300 SHARES
AVID TECHNOLOGY INC COMMON STOCK 05367P100 117 2500 SHARES
AVISTA CORP. COMMON STOCK 05379B107 460 25400 SHARES
AVNET INC COM COMMON STOCK 053807103 49 2875 SHARES
AVNET INC COM COMMON STOCK 053807103 18 1060 SHARES
AVOCENT CORP COMMON STOCK 053893103 109 4200 SHARES
AVOCENT CORP COMMON STOCK 053893103 120 4600 SHARES
AVON PRODUCTS INC COMMON STOCK 054303102 596 13638 SHARES
AVON PRODUCTS INC COMMON STOCK 054303102 338 7744 SHARES
AVON PRODUCTS, INC. COMMON STOCK 054303102 402 9200 SHARES
AXCELIS TECHNOLOGIES INC COM COMMON STOCK 054540109 87 10500 SHARES
AXCELIS TECHNOLOGIES INC COM COMMON STOCK 054540109 96 11600 SHARES
AXCELIS TECHNOLOGIES INC COM COMMON STOCK 054540109 22 2652 SHARES
AZTAR CORP. COMMON STOCK 054802103 1113 42000 SHARES
BB & T CORPORATION COMMON STOCK 054937107 2173 54740 SHARES
BB&T CORP COM COMMON STOCK 054937107 263 6615 SHARES
BB&T CORP COM COMMON STOCK 054937107 1208 30429 SHARES
BB&T CORP COM COMMON STOCK 054937107 86 2167 SHARES
BISYS GROUP INC COM COMMON STOCK 055472104 228 15600 SHARES
BJ'S WHOLESALE CLUB INC COM COMMON STOCK 05548J106 31 1150 SHARES
BJ'S WHOLESALE CLUB INC COM COMMON STOCK 05548J106 19 700 SHARES
BJ'S WHOLESALE CLUB, INC. COMMON STOCK 05548J106 566 20700 SHARES
BOK FINANCIAL CORPORATION COMMON STOCK 05561Q201 1 12 SHARES
BMC SOFTWARE INC COM COMMON STOCK 055921100 3 200 SHARES
B2B INTERNET HOLDRS TRUST COMMON STOCK 056033103 0 100 SHARES
BAKER HUGHES INC COM COMMON STOCK 057224107 375 8570 SHARES
BAKER HUGHES INC COM COMMON STOCK 057224107 72 1650 SHARES
BALDWIN & LYONS INC CL A COMMON STOCK 057755100 31 1250 SHARES
BALL CORPORATION COMMON STOCK 058498106 898 24000 SHARES
BANK OF AMERICA CORP COMMON STOCK 060505104 12044 277998 SHARES
BANK OF AMERICA CORP COMMON STOCK 060505104 16975 391761 SHARES
BANK OF AMERICA CORP COMMON STOCK 060505104 8878 204894 SHARES
BANK OF AMERICA CORP COMMON STOCK 060505104 8148 188034 SHARES
BANK OF AMERICA CORP COMMON STOCK 060505104 157 3620 SHARES
BANK OF HAWAII CORP COMMON STOCK 062540109 14 300 SHARES
BANK OF HAWAII CORP COMMON STOCK 062540109 14 300 SHARES
BANK NEW YORK INC COMMON STOCK 064057102 5093 174613 SHARES
BANK NEW YORK INCORPORATED COMMON STOCK 064057102 2299 78812 SHARES
BANK OF NEW YORK INC COM COMMON STOCK 064057102 6817 233703 SHARES
BANK OF NEW YORK INC COM COMMON STOCK 064057102 568 19456 SHARES
BANK OF NEW YORK INC COM COMMON STOCK 064057102 1152 39479 SHARES
BANK OF NEW YORK INC COM COMMON STOCK 064057102 85 2900 SHARES
BANK ONE CORPORATION COMMON STOCK 06423A103 1026 18822 SHARES
BANKATLANTIC BANCORP INC CL A COMMON STOCK 065908501 49 2700 SHARES
BANKATLANTIC BANCORP INC CL A COMMON STOCK 065908501 57 3100 SHARES
BANKATLANTIC BANCORP INCORPORATED COMMON STOCK 065908501 45 11025 SHARES
BANKNORTH GROUP INC COMMON STOCK 06646R107 50 1442 SHARES
BANKNORTH GROUP INC COMMON STOCK 06646R107 257 7355 SHARES
BANTA CORP. COMMON STOCK 066821109 946 23800 SHARES
BARD (C.R.), INC. COMMON STOCK 067383109 748 13200 SHARES
BARD C R INC COM COMMON STOCK 067383109 430 7592 SHARES
BARD C R INC COM COMMON STOCK 067383109 306 5400 SHARES
BARNES & NOBLE, INC. COMMON STOCK 067774109 544 14700 SHARES
BARR PHARMACEUTICALS INC COMMON STOCK 068306109 29 700 SHARES
BAUSCH & LOMB INC COM COMMON STOCK 071707103 7 100 SHARES
BAXTER INTL INC COMMON STOCK 071813109 341 10602 SHARES
BAXTER INTL INC COMMON STOCK 071813109 574 17848 SHARES
BAXTER INTL INC COMMON STOCK 071813109 39 1200 SHARES
BEA SYSTEMS INC COMMON STOCK 073325102 10 1400 SHARES
BEA SYSTEMS INC COMMON STOCK 073325102 103 14945 SHARES
BEAR STEARNS COS INC COMMON STOCK 073902108 50 525 SHARES
BEAR STEARNS COS INC COMMON STOCK 073902108 214 2226 SHARES
BEARINGPOINT INC COMMON STOCK 074002106 18 2000 SHARES
BEARINGPOINT INC COMMON STOCK 074002106 6 710 SHARES
BECKMAN COULTER INC COMMON STOCK 075811109 64 1148 SHARES
BECTON DICKINSON & CO COM COMMON STOCK 075887109 186 3589 SHARES
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AVAYA INC COM X 1 1507 0 174
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AVOCENT CORP X 1 4200 0 0
AVOCENT CORP X 3 4600 0 0
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AVON PRODUCTS INC X 1 7744 0 0
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AXCELIS TECHNOLOGIES INC COM X 1 10500 0 0
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AZTAR CORP. X 3 42000 0 0
BB & T CORPORATION X 2 54740 0 0
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BAUSCH & LOMB INC COM X 1 100 0 0
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BECTON DICKINSON & CO COM COMMON STOCK 075887109 822 15900 SHARES
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CARDINAL HEALTH INCORPORATED COMMON STOCK 14149Y108 292 6669 SHARES
CARDINAL HEALTH INCORPORATED COMMON STOCK 14149Y108 33 750 SHARES
CARDINAL HEALTH INCORPORATED COMMON STOCK 14149Y108 289 6600 SHARES
CARDINAL HEALTH INCORPORATED COMMON STOCK 14149Y108 83 1898 SHARES
CENTENE CORPORATION COMMON STOCK 15135B101 366 8600 SHARES
CENTERPOINT ENERGY INC COMMON STOCK 15189T107 9 898 SHARES
CENTERPOINT ENERGY INC COMMON STOCK 15189T107 33 3200 SHARES
CENTERPOINT ENERGY INC COMMON STOCK 15189T107 31 3000 SHARES
CHARTER COMMUNICATIONS INC CL A COMMON STOCK 16117M107 3 1000 SHARES
CISCO SYS INC COMMON STOCK 17275R102 19781 1092872 SHARES
CISCO SYS INC COMMON STOCK 17275R102 14677 810902 SHARES
CISCO SYS INC COMMON STOCK 17275R102 5246 289818 SHARES
CISCO SYS INC COMMON STOCK 17275R102 47 2600 SHARES
CISCO SYSTEMS INCORPORATED COMMON STOCK 17275R102 2372 131074 SHARES
CITADEL BROADCASTING COMPANY COMMON STOCK 17285T106 69 5400 SHARES
BECTON DICKINSON & CO COM X 1 15900 0 0
BED BATH & BEYOND INC COM X 1 9061 0 0
BED BATH & BEYOND INC COM X 1 1380 0 0
BEDFORD PROPERTY INVESTORS, INC. X 3 2600 0 0
BELLSOUTH CORP X 1 343293 0 1000
BELLSOUTH CORP X 3 27261 0 0
BELLSOUTH CORP X 1 225189 0 49438
BELLSOUTH CORP X 3 1124 0 0
BERKSHIRE HATHAWAY INC CLASS A X 1 1 0 0
BERKSHIRE HATHAWAY INC CLASS A X 1 3 0 0
BERKSHIRE HATHAWAY INC CLASS B X 1 214 0 0
BERKSHIRE HATHAWAY INC CLASS B X 1 153 0 10
BEST BUY INC COM X 1 3675 0 0
BEST BUY INC COM X 1 2182 0 0
BEVERLY ENTERPRISES, INC. X 3 24300 0 0
BIG LOTS INC COM X 1 0 0 6300
BIOANALYTICAL SYSTEMS INCORPORATED X 1 16 0 0
BIOJECT MEDICAL TECHNOLOGIES, INC. X 3 23800 0 0
BIOMET COM X 1 1500 0 0
BIOMET COM X 1 1125 0 0
BIOMET, INC. X 3 12800 0 0
BIOGEN IDEC INC X 1 8805 0 0
BIOGEN IDEC INC X 3 8123 0 2617
BIOGEN IDEC INC X 1 485 0 0
BIOMED PROPERTY TRUST INC REIT X 1 0 0 10600
BLACK & DECKER CORP COM X 1 4418 0 0
BLACK & DECKER CORP COM X 1 19576 0 0
BJ'S RESTAURANTS, INC. X 3 7900 0 0
BLACK BOX CORP. X 3 11100 0 0
BLACKBOARD INC. X 3 20300 0 0
BLACK HILLS CORP X 1 225 0 0
BLOCK H & R INC X 1 1520 0 0
BLOCK H & R INC X 1 2200 0 0
BOEING CO COM X 1 16856 0 200
BOEING CO COM X 1 21167 0 1200
BON-TON STORES INCORPORATED X 1 55000 0 0
BORDERS GROUP INC COM X 1 400 0 0
BORDERS GROUP INC COM X 1 946 0 0
BORG WARNER INC COM X 1 6600 0 0
BORGWARNER, INC X 3 83200 0 0
BURLINGTON NORTHN SANTA FE CORP COM X 1 9575 0 0
BURLINGTON NORTHN SANTA FE CORP COM X 3 300 0 0
BURLINGTON NORTHN SANTA FE CORP COM X 1 13120 0 1200
BURLINGTON RES INC. X 3 37506 0 0
CBRL GROUP INC. X 1 200 0 0
CDW CORP. X 3 50500 0 0
CDW CORPORATION X 1 5800 0 0
CH ENERGY GROUP INC COM X 1 3740 0 0
C H ROBINSON WORLDWIDE INC X 1 3900 0 0
C.H. ROBINSON WORLDWIDE, INC. X 3 33700 0 0
CLECO CORP X 1 800 0 0
CNF INC COM X 1 600 0 0
CNF INC COM X 1 700 0 0
CABOT MICROELECTRONICS CORP. X 3 8600 0 0
CAPITAL ONE FINANCIAL CORP X 1 112234 0 1245
CAPITAL ONE FINANCIAL CORP X 3 20689 0 3295
CAPITAL ONE FINANCIAL CORP X 3 173837 0 0
CAPITAL ONE FINANCIAL CORP X 1 23104 0 5350
CAPITAL ONE FINANCIAL CORPORATION X 2 78850 0 0
CAPSTONE TURBINE CORP X 1 100 0 0
CARDINAL HEALTH INCORPORATED X 1 6669 0 0
CARDINAL HEALTH INCORPORATED X 3 0 0 750
CARDINAL HEALTH INCORPORATED X 2 6600 0 0
CARDINAL HEALTH INCORPORATED X 1 1629 0 269
CENTENE CORPORATION X 1 0 0 8600
CENTERPOINT ENERGY INC X 1 898 0 0
CENTERPOINT ENERGY INC X 1 3200 0 0
CENTERPOINT ENERGY INC X 3 3000 0 0
CHARTER COMMUNICATIONS INC CL A X 1 1000 0 0
CISCO SYS INC X 1 1079137 0 13735
CISCO SYS INC X 3 787075 0 23827
CISCO SYS INC X 1 269993 0 19825
CISCO SYS INC X 3 2600 0 0
CISCO SYSTEMS INCORPORATED X 2 131074 0 0
CITADEL BROADCASTING COMPANY X 1 0 0 5400
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CITIGROUP INC COMMON STOCK 172967101 5614 127227 SHARES
CITIZENS COMMUNICATIONS CO COMMON STOCK 17453B101 25 1885 SHARES
CITIZENS COMMUNICATIONS CO COMMON STOCK 17453B101 33 2483 SHARES
COCA COLA CO COMMON STOCK 191216100 300 7500 SHARES
COMCAST CORP NEW A COMMON STOCK 20030N101 11495 407046 SHARES
COMCAST CORP NEW A COMMON STOCK 20030N101 13468 476891 SHARES
COMCAST CORP NEW A COMMON STOCK 20030N101 1998 70738 SHARES
COMCAST CORP NEW A COMMON STOCK 20030N101 355 12557 SHARES
COMCAST CORPORATION CLASS A NEW COMMON STOCK 20030N101 345 12214 SHARES
COMCAST CORPORATION SPECIAL CL A COMMON STOCK 20030N200 838 30000 SHARES
COMCAST CORP-SPECIAL CL A COMMON STOCK 20030N200 826 29574 SHARES
COMCAST CORP-SPECIAL CL A COMMON STOCK 20030N200 315 11295 SHARES
COMMERCIAL CAP BANCORP INC COMMON STOCK 20162L105 98 4300 SHARES
COMMERCIAL CAP BANCORP INC COMMON STOCK 20162L105 113 5000 SHARES
COMMERCIAL CAPITAL BANCORP, INC. COMMON STOCK 20162L105 1426 62866 SHARES
COMPASS BANCSHARES INC COMMON STOCK 20449H109 20 450 SHARES
CONOCOPHILLIPS COMMON STOCK 20825C104 5141 62053 SHARES
CONOCOPHILLIPS COMMON STOCK 20825C104 58 701 SHARES
CONOCOPHILLIPS COMMON STOCK 20825C104 1112 13426 SHARES
CONOCOPHILLIPS COMMON STOCK 20825C104 2614 31548 SHARES
CONSOL ENERGY INC COMMON STOCK 20854P109 66 1900 SHARES
CONSOL ENERGY, INC. COMMON STOCK 20854P109 565 16200 SHARES
CONSTELLATION BRANDS INC CL A COMMON STOCK 21036P108 171 4500 SHARES
CONSTELLATION BRANDS INC CL A COMMON STOCK 21036P108 85 2225 SHARES
CONSTELLATION BRANDS, INC., CLASS A COMMON STOCK 21036P108 1530 40200 SHARES
CORIXA, CORP. COMMON STOCK 21887F100 402 96700 SHARES
CORP OFFICE PROPERTIES TR (REIT) COMMON STOCK 22002T108 26 1000 SHARES
COSTCO WHOLESALE CORP COM COMMON STOCK 22160K105 576 13875 SHARES
COSTCO WHOLESALE CORP COM COMMON STOCK 22160K105 276 6655 SHARES
COSTCO WHOLESALE CORP COM COMMON STOCK 22160K105 382 9200 SHARES
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 1574 29500 SHARES
DRS TECHNOLOGIES INCORPORATED COMMON STOCK 23330X100 519 13850 SHARES
D R HORTON INC COMMON STOCK 23331A109 531 16024 SHARES
D R HORTON INC COMMON STOCK 23331A109 315 9512 SHARES
D. R. HORTON, INC. COMMON STOCK 23331A109 748 22600 SHARES
DAVE & BUSTER'S INCORPORATED COMMON STOCK 23833N104 260 13700 SHARES
DAVITA INC WITH ATTACHED RIGHTS COMMON STOCK 23918K108 140 4500 SHARES
DAVITA INC WITH ATTACHED RIGHTS COMMON STOCK 23918K108 48 1537 SHARES
DAVITA, INC. COMMON STOCK 23918K108 1209 38800 SHARES
DEL MONTE FOODS CO COMMON STOCK 24522P103 46 4350 SHARES
DEL MONTE FOODS CO COMMON STOCK 24522P103 5 446 SHARES
DEL MONTE FOODS CO COMMON STOCK 24522P103 23 2198 SHARES
DELL INC COMMON STOCK 24702R101 11584 325397 SHARES
DELL INC COMMON STOCK 24702R101 11062 310729 SHARES
DELL INC COMMON STOCK 24702R101 2227 62566 SHARES
DENDREON CORP. COMMON STOCK 24823Q107 701 83300 SHARES
DEVON ENERGY CORP NEW COM COMMON STOCK 25179M103 432 6085 SHARES
DEVON ENERGY CORP NEW COM COMMON STOCK 25179M103 254 3571 SHARES
DEVON ENERGY CORP. COMMON STOCK 25179M103 2038 28700 SHARES
DIAMOND OFFSHORE DRILLING COM COMMON STOCK 25271C102 7 200 SHARES
DIGITAL INSIGHT CORP. COMMON STOCK 25385P106 570 41850 SHARES
THE DIRECTV GROUP INC COMMON STOCK 25459L106 22 1223 SHARES
THE DIRECTV GROUP INC COMMON STOCK 25459L106 46 2636 SHARES
DOCUMENT SECURITIES SYSTEMS INC COMMON STOCK 25614T101 0 1 SHARES
DOMINION RESOURCES INC COM NEW COMMON STOCK 25746U109 2069 31707 SHARES
DOMINION RESOURCES INC COM NEW COMMON STOCK 25746U109 32 484 SHARES
DOMINION RESOURCES INC COM NEW COMMON STOCK 25746U109 3701 56717 SHARES
DUN & BRADSTREET CORP COM COMMON STOCK 26483E100 198 3375 SHARES
DUN & BRADSTREET CORP COM COMMON STOCK 26483E100 113 1924 SHARES
DUN & BRADSTREET CORP. COMMON STOCK 26483E100 910 15500 SHARES
DUPONT PHOTOMASKS, INC. COMMON STOCK 26613X101 317 18600 SHARES
DYNEGY INC CL A COMMON STOCK 26816Q101 1 200 SHARES
EOG RESOURCES INC COM COMMON STOCK 26875P101 46 700 SHARES
EOG RESOURCES INC COM COMMON STOCK 26875P101 32 485 SHARES
EOG RESOURCES, INC. COMMON STOCK 26875P101 356 5400 SHARES
EP MEDSYSTEMS INC COM COMMON STOCK 26881P103 10 4000 SHARES
EAGLE MATERIALS INC COM W RIGHTS COMMON STOCK 26969P108 7 100 SHARES
EAGLE MATERIALS INC COM W RIGHTS COMMON STOCK 26969P108 5 70 SHARES
EAGLE MATERIALS INC CL B COMMON STOCK 26969P207 24 347 SHARES
EAGLE MATERIALS INC CL B COMMON STOCK 26969P207 23 337 SHARES
EAST WEST BANCORP, INC. COMMON STOCK 27579R104 114 3400 SHARES
EDWARDS LIFESCIENCE COMMON STOCK 28176E106 6024 179810 SHARES
EDWARDS LIFESCIENCES CORP COM COMMON STOCK 28176E108 3601 107495 SHARES
EDWARDS LIFESCIENCES CORP COM COMMON STOCK 28176E108 158 4720 SHARES
EL PASO CORP COM COMMON STOCK 28336L109 74 8082 SHARES
CITIGROUP INC X 2 127227 0 0
CITIZENS COMMUNICATIONS CO X 1 1885 0 0
CITIZENS COMMUNICATIONS CO X 1 2483 0 0
COCA COLA CO X 2 7500 0 0
COMCAST CORP NEW A X 1 402547 0 4499
COMCAST CORP NEW A X 3 470191 0 6700
COMCAST CORP NEW A X 1 67384 0 3354
COMCAST CORP NEW A X 3 12557 0 0
COMCAST CORPORATION CLASS A NEW X 2 12214 0 0
COMCAST CORPORATION SPECIAL CL A X 2 30000 0 0
COMCAST CORP-SPECIAL CL A X 1 29374 0 200
COMCAST CORP-SPECIAL CL A X 1 11095 0 200
COMMERCIAL CAP BANCORP INC X 1 4300 0 0
COMMERCIAL CAP BANCORP INC X 3 5000 0 0
COMMERCIAL CAPITAL BANCORP, INC. X 3 62866 0 0
COMPASS BANCSHARES INC X 1 450 0 0
CONOCOPHILLIPS X 1 61425 0 628
CONOCOPHILLIPS X 3 701 0 0
CONOCOPHILLIPS X 3 13426 0 0
CONOCOPHILLIPS X 1 28694 0 2854
CONSOL ENERGY INC X 1 1900 0 0
CONSOL ENERGY, INC. X 3 16200 0 0
CONSTELLATION BRANDS INC CL A X 1 4500 0 0
CONSTELLATION BRANDS INC CL A X 1 2225 0 0
CONSTELLATION BRANDS, INC., CLASS A X 3 40200 0 0
CORIXA, CORP. X 3 96700 0 0
CORP OFFICE PROPERTIES TR (REIT) X 1 1000 0 0
COSTCO WHOLESALE CORP COM X 1 13650 0 225
COSTCO WHOLESALE CORP COM X 1 6655 0 0
COSTCO WHOLESALE CORP COM X 3 9200 0 0
COVENTRY HEALTH CARE INC X 2 29500 0 0
DRS TECHNOLOGIES INCORPORATED X 1 750 0 13100
D R HORTON INC X 1 16024 0 0
D R HORTON INC X 1 9512 0 0
D. R. HORTON, INC. X 3 22600 0 0
DAVE & BUSTER'S INCORPORATED X 1 0 0 13700
DAVITA INC WITH ATTACHED RIGHTS X 1 4500 0 0
DAVITA INC WITH ATTACHED RIGHTS X 1 1237 0 300
DAVITA, INC. X 3 38800 0 0
DEL MONTE FOODS CO X 1 4350 0 0
DEL MONTE FOODS CO X 3 446 0 0
DEL MONTE FOODS CO X 1 2198 0 0
DELL INC X 1 321379 0 4018
DELL INC X 3 304346 0 6383
DELL INC X 1 57166 0 5400
DENDREON CORP. X 3 83300 0 0
DEVON ENERGY CORP NEW COM X 1 6085 0 0
DEVON ENERGY CORP NEW COM X 1 3571 0 0
DEVON ENERGY CORP. X 3 28700 0 0
DIAMOND OFFSHORE DRILLING COM X 1 0 0 200
DIGITAL INSIGHT CORP. X 3 41850 0 0
THE DIRECTV GROUP INC X 1 1223 0 0
THE DIRECTV GROUP INC X 1 1818 0 818
DOCUMENT SECURITIES SYSTEMS INC X 1 1 0 0
DOMINION RESOURCES INC COM NEW X 1 31707 0 0
DOMINION RESOURCES INC COM NEW X 3 0 0 484
DOMINION RESOURCES INC COM NEW X 1 50838 0 5879
DUN & BRADSTREET CORP COM X 1 3375 0 0
DUN & BRADSTREET CORP COM X 1 1924 0 0
DUN & BRADSTREET CORP. X 3 15500 0 0
DUPONT PHOTOMASKS, INC. X 3 18600 0 0
DYNEGY INC CL A X 1 200 0 0
EOG RESOURCES INC COM X 1 700 0 0
EOG RESOURCES INC COM X 1 485 0 0
EOG RESOURCES, INC. X 3 5400 0 0
EP MEDSYSTEMS INC COM X 1 4000 0 0
EAGLE MATERIALS INC COM W RIGHTS X 1 100 0 0
EAGLE MATERIALS INC COM W RIGHTS X 1 70 0 0
EAGLE MATERIALS INC CL B X 1 347 0 0
EAGLE MATERIALS INC CL B X 1 337 0 0
EAST WEST BANCORP, INC. X 3 3400 0 0
EDWARDS LIFESCIENCE X 3 175203 0 4607
EDWARDS LIFESCIENCES CORP COM X 1 106105 0 1390
EDWARDS LIFESCIENCES CORP COM X 1 1870 0 2850
EL PASO CORP COM X 1 8082 0 0
35 of 49
EL PASO CORP COM COMMON STOCK 28336L109 269 29306 SHARES
ENBRIDGE ENERGY PARTNERS LP COMMON STOCK 29250R106 5 100 SHARES
ENBRIDGE ENERGY PARTNERS LP COMMON STOCK 29250R106 560 11727 SHARES
ENCYSIVE PHARMACEUTICALS INC COMMON STOCK 29256X107 90 10000 SHARES
ENERGY EAST CORP COM COMMON STOCK 29266M109 161 6407 SHARES
ENERGY EAST CORP COM COMMON STOCK 29266M109 598 23750 SHARES
ENERGIZER HLDGS INC COM COMMON STOCK 29266R108 65 1412 SHARES
ENERGIZER HLDGS INC COM COMMON STOCK 29266R108 5 100 SHARES
ENERGY TRANSFER PARTNERS LP COMMON STOCK 29273R109 24 500 SHARES
ENPRO INDUSTRIES COMMON STOCK 29355X107 27 1120 SHARES
ENTERGY CORP COM NEW COMMON STOCK 29364G103 202 3337 SHARES
ENTERGY CORP COM NEW COMMON STOCK 29364G103 212 3496 SHARES
ENTERGY CORP. COMMON STOCK 29364G103 1000 16500 SHARES
ENTREMED INC COM COMMON STOCK 29382F103 1 500 SHARES
EON LABS INC COMMON STOCK 29412E100 80 3700 SHARES
EON LABS INC COMMON STOCK 29412R100 93 4300 SHARES
EQUITY RESIDENTIAL (REIT) COMMON STOCK 29476L107 130 4200 SHARES
EQUITY RESIDENTIAL (REIT) COMMON STOCK 29476L107 98 3166 SHARES
ERESEARCH TECHNOLOGY INC COMMON STOCK 29481V108 76 5719 SHARES
ERESEARCH TECHNOLOGY INC COMMON STOCK 29481V108 86 6481 SHARES
ERIE INDEMNITY CO CL A COMMON STOCK 29530P102 8982 176050 SHARES
EXACT SCIENCES CORP. COMMON STOCK 30063P105 99 30100 SHARES
EXELON CORP COM COMMON STOCK 30161N101 2504 68247 SHARES
EXELON CORP COM COMMON STOCK 30161N101 1728 47089 SHARES
EXXON MOBIL CORP COMMON STOCK 30231G102 67316 1392835 SHARES
EXXON MOBIL CORP COMMON STOCK 30231G102 14575 301568 SHARES
EXXON MOBIL CORP COMMON STOCK 30231G102 70717 1463209 SHARES
EXXON MOBIL CORP COMMON STOCK 30231G102 998 20650 SHARES
EXXON MOBIL CORPORATION COMMON STOCK 30231G102 1337 27655 SHARES
FEI CO. COMMON STOCK 30241L109 1263 63900 SHARES
FMC TECHNOLOGIES INC COM COMMON STOCK 30249U101 70 2100 SHARES
FMC TECHNOLOGIES INC COM COMMON STOCK 30249U101 77 2300 SHARES
FEDERATED DEPARTMENT STORES, INC. COMMON STOCK 31410H101 1645 36200 SHARES
FEDERATED DEPT STORES DELAWARE COMMON STOCK 31410H101 426 10021 SHARES
FEDERATED DEPT STORES INC COMMON STOCK 31410H101 221 4860 SHARES
FEDERATED DEPT STORES INC COMMON STOCK 31410H101 9 200 SHARES
FEDEX CORP COM COMMON STOCK 31428X106 499 5829 SHARES
FEDEX CORP COM COMMON STOCK 31428X106 296 3456 SHARES
FEDEX CORPORATION COMMON STOCK 31428X106 752 10000 SHARES
FIRST COMMUNITY BANCORP COMMON STOCK 31983B101 677 16500 SHARES
FIRST COMMUNITY BANCORP CA COMMON STOCK 31983B101 82 2000 SHARES
FIRST DATA CORP COMMON STOCK 319963104 1573 36166 SHARES
FIRST INDUSTRIAL REALTY TR (REIT) COMMON STOCK 32054K103 74 2000 SHARES
FIRST NIAGARA FINANCIAL GROUP COMMON STOCK 33582V108 4 292 SHARES
FIRST UNITED CORP COM COMMON STOCK 33741H107 288 14229 SHARES
FIRST UNITED CORP COM COMMON STOCK 33741H107 86 4227 SHARES
FIVE STAR QUALITY CARE INC COMMON STOCK 33832D106 0 55 SHARES
FIVE STAR QUALITY CARE INC COMMON STOCK 33832D106 0 30 SHARES
FOUNDRY NETWORKS INC COMMON STOCK 35063R100 1 100 SHARES
FOX ENTERTAINMENT GROUP INC COM COMMON STOCK 35138T107 17 625 SHARES
FREEPORT MCMORAN CPR & GLD INC CL B COMMON STOCK 35671D857 69 1701 SHARES
FREEPORT MCMORAN CPR & GLD INC CL B COMMON STOCK 35671D857 32 785 SHARES
GEMSTAR TV GUIDE INTL INC COM COMMON STOCK 36866W106 1 120 SHARES
GENERAL MILLS INC COMMON STOCK 370334104 36 8000 SHARES
GENESIS MICROCHIP INC COMMON STOCK 37184C103 7 500 SHARES
GENESIS MICROCHIP, INC. COMMON STOCK 37184C103 1220 90400 SHARES
GENTA, INC. COMMON STOCK 37245M207 303 112500 SHARES
GENVEC INC COM COMMON STOCK 37246C109 1 400 SHARES
GENTIVA HLTH SVCS INC COM COMMON STOCK 37247A102 1 62 SHARES
GOLDMAN SACHS GROUP INC COM COMMON STOCK 38141G104 201 2153 SHARES
GOOGLE INC CL A COMMON STOCK 38259P508 26 200 SHARES
W R GRACE & CO COMMON STOCK 38388F108 9 1000 SHARES
GRANT PRIDECO INC COM COMMON STOCK 38821G101 361 17600 SHARES
GRANT PRIDECO INC COM COMMON STOCK 38821G101 2538 123900 SHARES
GULFTERRA ENERGY PTNRS LP COMMON STOCK 40274U108 21 510 SHARES
GULFTERRA ENERGY PTNRS LP COMMON STOCK 40274U108 48 1150 SHARES
HRPT PROPERTIES TRUST COMMON STOCK 40426W101 1159 105500 SHARES
HRPT PROPERTIES TRUST (REIT) COMMON STOCK 40426W101 60 5500 SHARES
HRPT PROPERTIES TRUST (REIT) COMMON STOCK 40426W101 13 1200 SHARES
HEADWATERS, INC. COMMON STOCK 42210P102 534 17300 SHARES
HEALTH NET INC COM COMMON STOCK 42222G108 26 1064 SHARES
HOME DEPOT INC COMMON STOCK 437076102 4641 118395 SHARES
HOSPITALITY PROPERTIES TRUST (REIT) COMMON STOCK 44106M102 42 1000 SHARES
HOST MARRIOTT CORP NEW COM COMMON STOCK 44107P104 3 217 SHARES
HUMMINGBIRD LTD COMMON STOCK 44544R101 10 500 SHARES
EL PASO CORP COM X 1 29306 0 0
ENBRIDGE ENERGY PARTNERS LP X 1 100 0 0
ENBRIDGE ENERGY PARTNERS LP X 1 10727 0 1000
ENCYSIVE PHARMACEUTICALS INC X 1 10000 0 0
ENERGY EAST CORP COM X 1 6407 0 0
ENERGY EAST CORP COM X 1 23050 0 700
ENERGIZER HLDGS INC COM X 1 1412 0 0
ENERGIZER HLDGS INC COM X 1 100 0 0
ENERGY TRANSFER PARTNERS LP X 1 500 0 0
ENPRO INDUSTRIES X 1 800 0 320
ENTERGY CORP COM NEW X 1 3337 0 0
ENTERGY CORP COM NEW X 1 2496 0 1000
ENTERGY CORP. X 3 16500 0 0
ENTREMED INC COM X 1 500 0 0
EON LABS INC X 1 3700 0 0
EON LABS INC X 3 4300 0 0
EQUITY RESIDENTIAL (REIT) X 1 4200 0 0
EQUITY RESIDENTIAL (REIT) X 1 3166 0 0
ERESEARCH TECHNOLOGY INC X 1 5719 0 0
ERESEARCH TECHNOLOGY INC X 3 6481 0 0
ERIE INDEMNITY CO CL A X 1 176050 0 0
EXACT SCIENCES CORP. X 3 30100 0 0
EXELON CORP COM X 1 67747 0 500
EXELON CORP COM X 1 45039 0 2050
EXXON MOBIL CORP X 1 1383502 0 9333
EXXON MOBIL CORP X 3 297340 0 4228
EXXON MOBIL CORP X 1 1169716 0 293493
EXXON MOBIL CORP X 3 17322 0 3328
EXXON MOBIL CORPORATION X 2 27655 0 0
FEI CO. X 3 63900 0 0
FMC TECHNOLOGIES INC COM X 1 2100 0 0
FMC TECHNOLOGIES INC COM X 3 2300 0 0
FEDERATED DEPARTMENT STORES, INC. X 3 36200 0 0
FEDERATED DEPT STORES DELAWARE X 2 10021 0 0
FEDERATED DEPT STORES INC X 1 4860 0 0
FEDERATED DEPT STORES INC X 1 200 0 0
FEDEX CORP COM X 1 5829 0 0
FEDEX CORP COM X 1 3156 0 300
FEDEX CORPORATION X 2 10000 0 0
FIRST COMMUNITY BANCORP X 3 16500 0 0
FIRST COMMUNITY BANCORP CA X 1 2000 0 0
FIRST DATA CORP X 2 36166 0 0
FIRST INDUSTRIAL REALTY TR (REIT) X 1 2000 0 0
FIRST NIAGARA FINANCIAL GROUP X 1 292 0 0
FIRST UNITED CORP COM X 1 14229 0 0
FIRST UNITED CORP COM X 1 200 0 4027
FIVE STAR QUALITY CARE INC X 1 55 0 0
FIVE STAR QUALITY CARE INC X 1 20 0 10
FOUNDRY NETWORKS INC X 1 100 0 0
FOX ENTERTAINMENT GROUP INC COM X 1 625 0 0
FREEPORT MCMORAN CPR & GLD INC CL B X 1 1701 0 0
FREEPORT MCMORAN CPR & GLD INC CL B X 1 785 0 0
GEMSTAR TV GUIDE INTL INC COM X 1 120 0 0
GENERAL MILLS INC X 2 8000 0 0
GENESIS MICROCHIP INC X 1 500 0 0
GENESIS MICROCHIP, INC. X 3 90400 0 0
GENTA, INC. X 3 112500 0 0
GENVEC INC COM X 1 400 0 0
GENTIVA HLTH SVCS INC COM X 1 62 0 0
GOLDMAN SACHS GROUP INC COM X 1 2053 0 100
GOOGLE INC CL A X 1 200 0 0
W R GRACE & CO X 1 1000 0 0
GRANT PRIDECO INC COM X 1 17600 0 0
GRANT PRIDECO INC COM X 3 123900 0 0
GULFTERRA ENERGY PTNRS LP X 1 510 0 0
GULFTERRA ENERGY PTNRS LP X 1 1000 0 150
HRPT PROPERTIES TRUST X 3 105500 0 0
HRPT PROPERTIES TRUST (REIT) X 1 5500 0 0
HRPT PROPERTIES TRUST (REIT) X 1 1200 0 0
HEADWATERS, INC. X 3 17300 0 0
HEALTH NET INC COM X 1 1064 0 0
HOME DEPOT INC X 2 118395 0 0
HOSPITALITY PROPERTIES TRUST (REIT) X 1 1000 0 0
HOST MARRIOTT CORP NEW COM X 1 217 0 0
HUMMINGBIRD LTD X 1 0 0 500
36 of 49
IAC/INTERACTIVECORP COMMON STOCK 44919P102 8 350 SHARES
IAC/INTERACTIVECORP COMMON STOCK 44919P102 159 7200 SHARES
ICU MEDICAL INC COMMON STOCK 44930G107 18 700 SHARES
ISTAR COMMON STOCK 45031U101 1501 36395 SHARES
IXIA COMMON STOCK 45071R109 81 8300 SHARES
IXIA COMMON STOCK 45071R109 89 9200 SHARES
IDENIX PHARMACEUTICALS COMMON STOCK 45166R204 21 1300 SHARES
IDEXX CORP COMMON STOCK 45168D104 15 300 SHARES
IMATION CORPORATION COM COMMON STOCK 45245A107 0 1 SHARES
IMATION CORPORATION COM COMMON STOCK 45245A107 3 80 SHARES
IMCLONE SYS INC COM COMMON STOCK 45245W109 3 50 SHARES
IMCLONE SYS INC COM COMMON STOCK 45245W109 3 50 SHARES
IMAGISTICS INTL INC COMMON STOCK 45247T104 15 460 SHARES
IMAGISTICS INTL INC COMMON STOCK 45247T104 28 832 SHARES
IMMUNICON CORPORATION COMMON STOCK 45260A107 103 10300 SHARES
INFORMATICA CORP COM COMMON STOCK 45666Q102 18 3000 SHARES
INFOSPACE INC COMMON STOCK 45678T201 0 10 SHARES
INFRASOURCE SERVICES INC COMMON STOCK 45684P102 11 1000 SHARES
INFRASOURCE SERVICES INC COMMON STOCK 45684P102 18 1700 SHARES
INTEGRATED ELECTRICAL SERVICES COMMON STOCK 45811E103 375 78000 SHARES
INTEGRATED CIRCUIT SYSTEM, INC. COMMON STOCK 45811K208 181 8400 SHARES
INTEL CORP COMMON STOCK 458140100 2250 112193 SHARES
INTERACTIVE DATA CORP COM COMMON STOCK 45840J107 279 14800 SHARES
INTERSIL CORP CL A COMMON STOCK 46069S109 62 3900 SHARES
INTERSTATE BAKERIES CORP. COMMON STOCK 46072H108 124 31900 SHARES
INVITROGEN CORP COM COMMON STOCK 46185R100 34 620 SHARES
INVITROGEN CORP COM COMMON STOCK 46185R100 22 400 SHARES
JDS UNIPHASE CORP COM COMMON STOCK 46612J101 7 2161 SHARES
JDS UNIPHASE CORP COM COMMON STOCK 46612J101 1 300 SHARES
JDS UNIPHASE CORPORATION COMMON STOCK 46612J101 34 10150 SHARES
JP MORGAN CHASE & COMPANY COMMON STOCK 46625H100 2831 71244 SHARES
JPMORGAN CHASE & CO COMMON STOCK 46625H100 10652 268116 SHARES
JPMORGAN CHASE & CO COMMON STOCK 46625H100 68 1720 SHARES
JPMORGAN CHASE & CO COMMON STOCK 46625H100 8685 218591 SHARES
JPMORGAN CHASE & CO COMMON STOCK 46625H100 313 7886 SHARES
JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 583 42800 SHARES
JUPITERMEDIA CORP. COMMON STOCK 48207D101 429 24100 SHARES
KFX INCORPORATED COMMON STOCK 48245L107 14 10000 SHARES
KB HOME COM COMMON STOCK 48666K109 66 781 SHARES
KEYSPAN CORP COM COMMON STOCK 49337W100 102 2609 SHARES
KEYSPAN CORP COM COMMON STOCK 49337W100 181 4627 SHARES
KIMCO REALTY CORP (REIT) COMMON STOCK 49446R109 10 200 SHARES
KIMCO REALTY CORP (REIT) COMMON STOCK 49446R109 23 450 SHARES
KINDER MORGAN INC COM COMMON STOCK 49455P101 72 1150 SHARES
KINDER MORGAN INC COM COMMON STOCK 49455P101 6 100 SHARES
KINDER MORGAN INC COM COMMON STOCK 49455P101 88 1400 SHARES
KOSAN BIOSCIENCES, INC. COMMON STOCK 50064W107 187 32400 SHARES
KRAFT FOODS INC CL A COMMON STOCK 50075N104 1863 58733 SHARES
KRAFT FOODS INC CL A COMMON STOCK 50075N104 522 16450 SHARES
KRAFT FOODS INC CL A COMMON STOCK 50075N104 73 2300 SHARES
KRAMONT REALTY TRUST (REIT) COMMON STOCK 50075Q107 11 600 SHARES
KRAMONT REALTY TRUST (REIT) COMMON STOCK 50075Q107 130 7000 SHARES
KROGER CO COMMON STOCK 501044101 4 250 SHARES
LABORATORY CORP OF AMER HLDGS COMMON STOCK 50540R409 2074 47440 SHARES
LABORATORY CRP OF AMER HLDGS COM NEW COMMON STOCK 50540R409 4 100 SHARES
LABORATORY CRP OF AMER HLDGS COM NEW COMMON STOCK 50540R409 200 4570 SHARES
LANDRYS SEAFOOD RESTAURANTS, INC. COMMON STOCK 51508L103 734 26900 SHARES
LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N100 13 5000 SHARES
LEVEL3 COMMUNICATIONS INCORPORATED COMMON STOCK 52729N100 65 25000 SHARES
LEVITT CORP. COMMON STOCK 52742P108 315 13425 SHARES
LIFEPOINT HOSPITALS, INC. COMMON STOCK 53219L109 267 8900 SHARES
M & T BANK CORP COM COMMON STOCK 55261F104 61151 638985 SHARES
M & T BANK CORP COM COMMON STOCK 55261F104 18877 197254 SHARES
MAF BANCORP INC COM COMMON STOCK 55261R108 79 1821 SHARES
MBNA CORP COM COMMON STOCK 55262L100 884 35063 SHARES
MBNA CORP COM COMMON STOCK 55262L100 915 36296 SHARES
MFA MORTGAGE INVESTMENTS INC COMMON STOCK 55272X102 9 1000 SHARES
MGE ENERGY INC COMMON STOCK 55277P104 2 52 SHARES
M/I SCHOTTENSTEIN HOMES, INC. COMMON STOCK 55305B101 993 23400 SHARES
MAGNUM HUNTER RESOURCES INCORPORATED COMMON STOCK 55972F203 35 3000 SHARES
MANPOWER INC WIS COMMON STOCK 56418H100 67 1500 SHARES
MARVEL ENTERPRISES COMMON STOCK 57383M108 79 5400 SHARES
MARVEL ENTERPRISES, INC. COMMON STOCK 57383M108 1158 79500 SHARES
MAXIM INTEGRATED PRODS INC COM COMMON STOCK 57772K101 58 1371 SHARES
MCDONALDS CORP COMMON STOCK 580135101 62 2400 SHARES
IAC/INTERACTIVECORP X 1 350 0 0
IAC/INTERACTIVECORP X 1 7200 0 0
ICU MEDICAL INC X 1 0 0 700
ISTAR X 2 36395 0 0
IXIA X 1 8300 0 0
IXIA X 3 9200 0 0
IDENIX PHARMACEUTICALS X 1 0 0 1300
IDEXX CORP X 1 0 0 300
IMATION CORPORATION COM X 1 1 0 0
IMATION CORPORATION COM X 1 80 0 0
IMCLONE SYS INC COM X 1 50 0 0
IMCLONE SYS INC COM X 1 50 0 0
IMAGISTICS INTL INC X 1 460 0 0
IMAGISTICS INTL INC X 1 0 0 832
IMMUNICON CORPORATION X 1 0 0 10300
INFORMATICA CORP COM X 1 3000 0 0
INFOSPACE INC X 1 10 0 0
INFRASOURCE SERVICES INC X 1 1000 0 0
INFRASOURCE SERVICES INC X 1 0 0 1700
INTEGRATED ELECTRICAL SERVICES X 3 78000 0 0
INTEGRATED CIRCUIT SYSTEM, INC. X 3 8400 0 0
INTEL CORP X 2 112193 0 0
INTERACTIVE DATA CORP COM X 1 0 0 14800
INTERSIL CORP CL A X 1 1900 0 2000
INTERSTATE BAKERIES CORP. X 3 31900 0 0
INVITROGEN CORP COM X 1 620 0 0
INVITROGEN CORP COM X 1 0 0 400
JDS UNIPHASE CORP COM X 1 2161 0 0
JDS UNIPHASE CORP COM X 1 300 0 0
JDS UNIPHASE CORPORATION X 2 10150 0 0
JP MORGAN CHASE & COMPANY X 2 71244 0 0
JPMORGAN CHASE & CO X 1 266616 0 1500
JPMORGAN CHASE & CO X 3 200 0 1520
JPMORGAN CHASE & CO X 1 187622 0 30969
JPMORGAN CHASE & CO X 3 7113 0 773
JANUS CAPITAL GROUP INC X 1 42800 0 0
JUPITERMEDIA CORP. X 3 24100 0 0
KFX INCORPORATED X 2 10000 0 0
KB HOME COM X 1 781 0 0
KEYSPAN CORP COM X 1 2509 0 100
KEYSPAN CORP COM X 1 4027 0 600
KIMCO REALTY CORP (REIT) X 1 200 0 0
KIMCO REALTY CORP (REIT) X 1 450 0 0
KINDER MORGAN INC COM X 1 150 0 1000
KINDER MORGAN INC COM X 3 100 0 0
KINDER MORGAN INC COM X 1 1400 0 0
KOSAN BIOSCIENCES, INC. X 3 32400 0 0
KRAFT FOODS INC CL A X 1 58273 0 460
KRAFT FOODS INC CL A X 1 15950 0 500
KRAFT FOODS INC CL A X 3 2300 0 0
KRAMONT REALTY TRUST (REIT) X 1 0 0 600
KRAMONT REALTY TRUST (REIT) X 1 7000 0 0
KROGER CO X 3 250 0 0
LABORATORY CORP OF AMER HLDGS X 2 47440 0 0
LABORATORY CRP OF AMER HLDGS COM NEW X 1 100 0 0
LABORATORY CRP OF AMER HLDGS COM NEW X 1 4470 0 100
LANDRYS SEAFOOD RESTAURANTS, INC. X 3 26900 0 0
LEVEL 3 COMMUNICATIONS INC X 1 5000 0 0
LEVEL3 COMMUNICATIONS INCORPORATED X 2 25000 0 0
LEVITT CORP. X 3 13425 0 0
LIFEPOINT HOSPITALS, INC. X 3 8900 0 0
M & T BANK CORP COM X 1 638735 0 250
M & T BANK CORP COM X 1 40541 0 156713
MAF BANCORP INC COM X 1 1821 0 0
MBNA CORP COM X 1 35063 0 0
MBNA CORP COM X 1 36296 0 0
MFA MORTGAGE INVESTMENTS INC X 1 1000 0 0
MGE ENERGY INC X 1 52 0 0
M/I SCHOTTENSTEIN HOMES, INC. X 3 23400 0 0
MAGNUM HUNTER RESOURCES INCORPORATED X 1 0 0 3000
MANPOWER INC WIS X 1 1500 0 0
MARVEL ENTERPRISES X 1 5400 0 0
MARVEL ENTERPRISES, INC. X 3 79500 0 0
MAXIM INTEGRATED PRODS INC COM X 1 1371 0 0
MCDONALDS CORP X 2 2400 0 0
37 of 49
MCG CAPITAL CORPORATION COMMON STOCK 58047P107 17 1000 SHARES
MCKESSON CORPORATION COM COMMON STOCK 58155Q103 72 2800 SHARES
MCKESSON CORPORATION COM COMMON STOCK 58155Q103 163 6360 SHARES
MEDCO HEALTH SOLUTIONS INC COMMON STOCK 58405U102 419 13544 SHARES
MEDCO HEALTH SOLUTIONS INC COMMON STOCK 58405U102 1193 38603 SHARES
MEDCO HEALTH SOLUTIONS INC COMMON STOCK 58405U102 28 909 SHARES
MEDICAL ACTION INDUSTRIES INC COMMON STOCK 58449L100 135 8100 SHARES
MEDTRONIC INC COMMON STOCK 585055106 9515 183328 SHARES
MELLON FINANCIAL CORP COMMON STOCK 58551A108 1852 66893 SHARES
MELLON FINANCIAL CORP COMMON STOCK 58551A108 192 6928 SHARES
MERITAGE CORP. COMMON STOCK 59001A102 739 9400 SHARES
MERRILL LYNCH & CO INC COMMON STOCK 590188108 2 50 SHARES
METLIFE INC COM COMMON STOCK 59156R108 19 500 SHARES
METLIFE INC COM COMMON STOCK 59156R108 35 913 SHARES
MICROSOFT CORP COMMON STOCK 594918104 2896 104710 SHARES
MOBILITY ELECTRONICS INC COMMON STOCK 60741U101 152 18500 SHARES
MONEYGRAM INTERNATIONAL INC COMMON STOCK 60935Y109 246 14400 SHARES
MONSANTO CO. COMMON STOCK 61166W101 299 8200 SHARES
MONSANTO COMPANY COMMON STOCK 61166W101 222 6108 SHARES
MONSANTO COMPANY COMMON STOCK 61166W101 366 10036 SHARES
MORTGAGEIT HOLDINGS INC COMMON STOCK 61915Q108 72 5000 SHARES
MOTIVE, INC. COMMON STOCK 61980V107 175 15600 SHARES
MUNICIPAL MTG & EQ LLC COMMON STOCK 62624B101 32 1250 SHARES
MYKROLIS CORP. COMMON STOCK 62852P103 510 50600 SHARES
MYRIAD GENETICS INC COM COMMON STOCK 62855J104 3 150 SHARES
NCR CORP COM COMMON STOCK 62886E108 4 71 SHARES
NCR CORP COM COMMON STOCK 62886E108 10 202 SHARES
NIC, INC. COMMON STOCK 62914B100 50 9300 SHARES
NAUTILUS GROUP INC COMMON STOCK 63910B102 36 1600 SHARES
NAVIGANT CONSULTING, INC. COMMON STOCK 63935N107 305 13900 SHARES
NAVISTAR INTERNATIONAL CORP COMMON STOCK 63943E108 4 100 SHARES
NETSOLVE INC. COMMON STOCK 64115J106 89 8224 SHARES
NETWORK APPLIANCE INCORPORATED COMMON STOCK 64120L104 332 4000 SHARES
NEUROCRINE BIOSCIENCES INC COMMON STOCK 64125C109 24 500 SHARES
NEVADA GOLD & CASINOS INC COMMON STOCK 64126Q206 2 200 SHARES
NEW CENTURY FINANCIAL CORPORATION COMMON STOCK 64352D101 855 14200 SHARES
NEXTEL COMMUNICATION INC COM COMMON STOCK 65332V103 194 8125 SHARES
NEXTEL COMMUNICATION INC COM COMMON STOCK 65332V103 101 4240 SHARES
NEXTEL COMMUNICATIONS INC CLASS A COMMON STOCK 65332V103 1666 69900 SHARES
NISOURCE INC COMMON STOCK 65473P105 24 1164 SHARES
NISOURCE INC COMMON STOCK 65473P105 40 1889 SHARES
NORTEL NETWORKS CORP COMMON STOCK 656568102 804 236505 SHARES
NOVATEL WIRELESS INC COMMON STOCK 66987M604 118 5017 SHARES
NOVATEL WIRELESS INC COMMON STOCK 66987M604 129 5483 SHARES
NUVELO INC COMMON STOCK 67072M301 78 7900 SHARES
NUVELO INC COMMON STOCK 67072M301 91 9200 SHARES
NUVELO, INC. COMMON STOCK 67072M301 167 16901 SHARES
ODYSSEY HEALTHCARE, INC. COMMON STOCK 67611V101 298 16800 SHARES
ODYSSEY RE HLDGS CORP COM COMMON STOCK 67612W108 49 2200 SHARES
OPEN SOLUTIONS, INC. COMMON STOCK 68371P102 400 16000 SHARES
OPSWARE, INC. COMMON STOCK 68383A101 154 27400 SHARES
OPSWARE, INC. COMMON STOCK 68383A101 103 18400 SHARES
OPSWARE, INC. COMMON STOCK 68383A101 33 5800 SHARES
ORACLE CORPORATION COMMON STOCK 68389X105 782 69366 SHARES
ORACLE CORPORATION COM COMMON STOCK 68389X105 1998 177125 SHARES
ORACLE CORPORATION COM COMMON STOCK 68389X105 9 825 SHARES
ORACLE CORPORATION COM COMMON STOCK 68389X105 374 33145 SHARES
ORASURE TECHNOLOGIES, INC. COMMON STOCK 68554V108 248 39300 SHARES
P G & E CORP COMMON STOCK 69331C108 103 3400 SHARES
PMI GROUP, INC. COMMON STOCK 69344M101 860 21200 SHARES
THE PMI GROUP INC COMMON STOCK 69344M101 110 2700 SHARES
PPG INDS INC COMMON STOCK 693506107 49 800 SHARES
PPL CORP COM COMMON STOCK 69351T106 4908 104024 SHARES
PPL CORP COM COMMON STOCK 69351T106 2300 48747 SHARES
PRG-SCHULTZ INTL INC COMMON STOCK 69357C107 86 14900 SHARES
PALMONE INC COMMON STOCK 69713P107 1 38 SHARES
PALMONE INC COMMON STOCK 69713P107 3 101 SHARES
PANERA BREAD CO. COMMON STOCK 69840W108 796 21200 SHARES
PARTNERS TRUST FINANCIAL GROUP COMMON STOCK 70213F102 25 2401 SHARES
PARTNERS TRUST FINANCIAL GROUP COMMON STOCK 70213F102 15 1468 SHARES
PEPSIAMERICAS INC COM COMMON STOCK 71343P200 11 600 SHARES
PERFORMANCE FOOD GROUP CO COMMON STOCK 713755106 36 1540 SHARES
PFIZER INC COMMON STOCK 717081103 5768 188479 SHARES
PHOENIX COS INC COM COMMON STOCK 71902E109 14 1319 SHARES
PHOENIX COS INC COM COMMON STOCK 71902E109 13 1256 SHARES
MCG CAPITAL CORPORATION X 1 1000 0 0
MCKESSON CORPORATION COM X 1 2800 0 0
MCKESSON CORPORATION COM X 1 6360 0 0
MEDCO HEALTH SOLUTIONS INC X 1 13544 0 0
MEDCO HEALTH SOLUTIONS INC X 1 33508 0 5095
MEDCO HEALTH SOLUTIONS INC X 3 789 0 120
MEDICAL ACTION INDUSTRIES INC X 1 0 0 8100
MEDTRONIC INC X 2 183328 0 0
MELLON FINANCIAL CORP X 1 66853 0 40
MELLON FINANCIAL CORP X 1 6928 0 0
MERITAGE CORP. X 3 9400 0 0
MERRILL LYNCH & CO INC X 3 50 0 0
METLIFE INC COM X 1 500 0 0
METLIFE INC COM X 1 913 0 0
MICROSOFT CORP X 2 104710 0 0
MOBILITY ELECTRONICS INC X 1 0 0 18500
MONEYGRAM INTERNATIONAL INC X 1 0 0 14400
MONSANTO CO. X 3 8200 0 0
MONSANTO COMPANY X 1 6108 0 0
MONSANTO COMPANY X 1 8928 0 1108
MORTGAGEIT HOLDINGS INC X 1 5000 0 0
MOTIVE, INC. X 3 15600 0 0
MUNICIPAL MTG & EQ LLC X 1 1250 0 0
MYKROLIS CORP. X 3 50600 0 0
MYRIAD GENETICS INC COM X 1 150 0 0
NCR CORP COM X 1 71 0 0
NCR CORP COM X 1 178 0 24
NIC, INC. X 3 9300 0 0
NAUTILUS GROUP INC X 1 1600 0 0
NAVIGANT CONSULTING, INC. X 3 13900 0 0
NAVISTAR INTERNATIONAL CORP X 1 100 0 0
NETSOLVE INC. X 8224 0 0
NETWORK APPLIANCE INCORPORATED X 2 4000 0 0
NEUROCRINE BIOSCIENCES INC X 1 0 0 500
NEVADA GOLD & CASINOS INC X 1 200 0 0
NEW CENTURY FINANCIAL CORPORATION X 3 14200 0 0
NEXTEL COMMUNICATION INC COM X 1 7800 0 325
NEXTEL COMMUNICATION INC COM X 1 4240 0 0
NEXTEL COMMUNICATIONS INC CLASS A X 2 69900 0 0
NISOURCE INC X 1 1164 0 0
NISOURCE INC X 1 1889 0 0
NORTEL NETWORKS CORP X 3 236505 0 0
NOVATEL WIRELESS INC X 1 5017 0 0
NOVATEL WIRELESS INC X 3 5483 0 0
NUVELO INC X 1 7900 0 0
NUVELO INC X 3 9200 0 0
NUVELO, INC. X 3 16901 0 0
ODYSSEY HEALTHCARE, INC. X 3 16800 0 0
ODYSSEY RE HLDGS CORP COM X 1 2200 0 0
OPEN SOLUTIONS, INC. X 3 16000 0 0
OPSWARE, INC. X 1 27400 0 0
OPSWARE, INC. X 3 18400 0 0
OPSWARE, INC. X 1 800 0 5000
ORACLE CORPORATION X 2 69366 0 0
ORACLE CORPORATION COM X 1 176425 0 700
ORACLE CORPORATION COM X 3 825 0 0
ORACLE CORPORATION COM X 1 33145 0 0
ORASURE TECHNOLOGIES, INC. X 3 39300 0 0
P G & E CORP X 1 1900 0 1500
PMI GROUP, INC. X 3 21200 0 0
THE PMI GROUP INC X 1 2700 0 0
PPG INDS INC X 2 800 0 0
PPL CORP COM X 1 103124 0 900
PPL CORP COM X 1 43266 0 5481
PRG-SCHULTZ INTL INC X 1 0 0 14900
PALMONE INC X 1 38 0 0
PALMONE INC X 1 101 0 0
PANERA BREAD CO. X 3 21200 0 0
PARTNERS TRUST FINANCIAL GROUP X 1 2401 0 0
PARTNERS TRUST FINANCIAL GROUP X 1 255 0 1213
PEPSIAMERICAS INC COM X 1 600 0 0
PERFORMANCE FOOD GROUP CO X 3 1540 0 0
PFIZER INC X 2 188479 0 0
PHOENIX COS INC COM X 1 1319 0 0
PHOENIX COS INC COM X 1 1256 0 0
38 of 49
PIXELWORKS INC COM COMMON STOCK 72581M107 99 9889 SHARES
PIXELWORKS INC COM COMMON STOCK 72581M107 1752 175011 SHARES
PLUG POWER INC COM COMMON STOCK 72919P103 58 9100 SHARES
PLUG POWER INC COM COMMON STOCK 72919P103 67 10400 SHARES
POLYCOM INC COM COMMON STOCK 73172K104 3 150 SHARES
POLYCOM, INC. COMMON STOCK 73172K104 2228 112400 SHARES
PRAXAIR INC COM COMMON STOCK 74005P104 27 634 SHARES
PRAXAIR INC COM COMMON STOCK 74005P104 171 4000 SHARES
PRAXAIR INC COM COMMON STOCK 74005P104 99 2316 SHARES
PRICE T ROWE GROUP INC COM COMMON STOCK 74144T108 686 13475 SHARES
PRICE T ROWE GROUP INC COM COMMON STOCK 74144T108 883 17325 SHARES
PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 1180 32800 SHARES
PRINCIPAL FINL GROUP INC COMMON STOCK 74251V102 259 7195 SHARES
PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 6 300 SHARES
PROVIDENT FINANCIAL SERVICES INC COMMON STOCK 74386T105 28 1595 SHARES
PROVIDIAN FINANCIAL CORP COM COMMON STOCK 74406A102 444 28600 SHARES
PROVIDIAN FINANCIAL CORP. COMMON STOCK 74406A102 1445 93000 SHARES
PSYCHIATRIC SOLUTIONS INC COMMON STOCK 74439H108 109 4300 SHARES
PSYCHIATRIC SOLUTIONS INC COMMON STOCK 74439H108 127 5000 SHARES
QC HOLDINGS INC COMMON STOCK 74729T101 110 6900 SHARES
QC HOLDINGS INC COMMON STOCK 74729T101 127 8000 SHARES
QUANTA SERVICES INC COM COMMON STOCK 74762E102 157 26000 SHARES
QUEST DIAGNOSTIC, INC. COMMON STOCK 74834L100 432 4900 SHARES
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 1149 13024 SHARES
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 745 8444 SHARES
QUICKSILVER RES INC WITH RIGHTS COMMON STOCK 74837R104 101 3100 SHARES
QUICKSILVER RES INC WITH RIGHTS COMMON STOCK 74837R104 114 3500 SHARES
QUIKSILVER, INC. COMMON STOCK 74838C106 1159 45600 SHARES
R H DONNELLEY CORP COMMON STOCK 74955W307 15 311 SHARES
RADIO ONE INC CL D COMMON STOCK 75040P405 40 2800 SHARES
RADIO ONE, INC. NON VOTING CL D COMMON STOCK 75040P405 357 25100 SHARES
RAINIER PACIFIC FINANCIAL GROUP INC COMMON STOCK 75087U101 98 5500 SHARES
RANGE RESOURCES CORP. COMMON STOCK 75281A109 136 7800 SHARES
RED ROBIN GOURMET BURGERS COMMON STOCK 75689M101 607 13900 SHARES
REGISTER.COM, INC. COMMON STOCK 75914G101 395 72700 SHARES
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 36 1086 SHARES
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 219 6634 SHARES
RELIANT ENERGY INC COMMON STOCK 75952B105 7 800 SHARES
RELIANT ENERGY INC COMMON STOCK 75952B105 24 2523 SHARES
RELIANT ENERGY INC COMMON STOCK 75952B105 22 2365 SHARES
SBC COMMUNICATIONS COMMON STOCK 78387G103 824 31775 SHARES
SBC COMMUNICATIONS INC COM COMMON STOCK 78387G103 7591 292523 SHARES
SBC COMMUNICATIONS INC COM COMMON STOCK 78387G103 5569 214617 SHARES
SLM CORP COM COMMON STOCK 78442P106 59 1313 SHARES
SLM CORP. COMMON STOCK 78442P106 6110 136986 SHARES
SPDR TRUST SERIES 1 S&P 500 INDEX FD COMMON STOCK 78462F103 11282 100951 SHARES
SPDR TRUST SERIES 1 S&P 500 INDEX FD COMMON STOCK 78462F103 430 3850 SHARES
SPDR TRUST SERIES 1 S&P 500 INDEX FD COMMON STOCK 78462F103 148 1325 SHARES
SAKS INC COM COMMON STOCK 79377W108 2 200 SHARES
SANDISK CORP COM COMMON STOCK 80004C101 47 1600 SHARES
SANDISK CORP COM COMMON STOCK 80004C101 23 800 SHARES
SCANA CORP NEW COM COMMON STOCK 80589M102 272 7272 SHARES
SCANA CORP NEW COM COMMON STOCK 80589M102 646 17312 SHARES
SCANA CORP NEW COM COMMON STOCK 80589M102 246 6600 SHARES
SCS TRANSPORTATION, INC. COMMON STOCK 81111T102 89 4700 SHARES
SEALED AIR CORP NEW COM COMMON STOCK 81211K100 102 2200 SHARES
SELECT SECTOR SPDRTECHNOLOGY COMMON STOCK 81369Y803 27 1400 SHARES
SELECT SECTOR SPDR UTILITIES COMMON STOCK 81369Y886 9 350 SHARES
SENIOR HOUSING PROPERTIES TR (REIT) COMMON STOCK 81721M109 2 100 SHARES
SERVICEMASTER CO COM COMMON STOCK 81760N109 186 14500 SHARES
SEVERN BANCORP INC COMMON STOCK 81811M100 10 300 SHARES
SILICON IMAGE INC COM COMMON STOCK 82705T102 90 7100 SHARES
SILICON IMAGE INC COM COMMON STOCK 82705T102 99 7800 SHARES
SIRENZA MICRODEVICES INCORPORATED COMMON STOCK 82966T106 1 151 SHARES
SIRIUS SATELLITE RADIO INC COM COMMON STOCK 82966U103 31 9750 SHARES
SIRIUS SATELLITE RADIO INC COM COMMON STOCK 82966U103 2 500 SHARES
SITEL CORP. COMMON STOCK 82980K107 263 121800 SHARES
SKY FINANCIAL GROUP INC COMMON STOCK 83080P103 220 8800 SHARES
SKYWORKS SOLUTIONS, INC. COMMON STOCK 83088M102 850 89500 SHARES
SKYWORKS SOLUTIONSINC COMMON STOCK 83088M102 96 10108 SHARES
SKYWORKS SOLUTIONSINC COMMON STOCK 83088M102 3 280 SHARES
SONIC AUTOMOTIVE, INC. COMMON STOCK 83545G102 269 13400 SHARES
STAGE STORES, INC. COMMON STOCK 85254C305 722 21100 SHARES
STANDARD PACIFIC CORP NEW COMMON STOCK 85375C101 48 850 SHARES
STAR GAS PARTNERS LP COMMON STOCK 85512C105 33 1500 SHARES
PIXELWORKS INC COM X 1 9889 0 0
PIXELWORKS INC COM X 3 175011 0 0
PLUG POWER INC COM X 1 9100 0 0
PLUG POWER INC COM X 3 10400 0 0
POLYCOM INC COM X 1 150 0 0
POLYCOM, INC. X 3 112400 0 0
PRAXAIR INC COM X 1 534 0 100
PRAXAIR INC COM X 3 4000 0 0
PRAXAIR INC COM X 1 516 0 1800
PRICE T ROWE GROUP INC COM X 1 13475 0 0
PRICE T ROWE GROUP INC COM X 1 17325 0 0
PRINCIPAL FINANCIAL GROUP X 3 32800 0 0
PRINCIPAL FINL GROUP INC X 1 5695 0 1500
PROTEIN DESIGN LABS INC X 1 300 0 0
PROVIDENT FINANCIAL SERVICES INC X 1 1595 0 0
PROVIDIAN FINANCIAL CORP COM X 1 28600 0 0
PROVIDIAN FINANCIAL CORP. X 3 93000 0 0
PSYCHIATRIC SOLUTIONS INC X 1 4300 0 0
PSYCHIATRIC SOLUTIONS INC X 3 5000 0 0
QC HOLDINGS INC X 1 6900 0 0
QC HOLDINGS INC X 3 8000 0 0
QUANTA SERVICES INC COM X 1 0 0 26000
QUEST DIAGNOSTIC, INC. X 3 4900 0 0
QUEST DIAGNOSTICS INC X 1 13024 0 0
QUEST DIAGNOSTICS INC X 1 8294 0 150
QUICKSILVER RES INC WITH RIGHTS X 1 3100 0 0
QUICKSILVER RES INC WITH RIGHTS X 3 3500 0 0
QUIKSILVER, INC. X 3 45600 0 0
R H DONNELLEY CORP X 1 311 0 0
RADIO ONE INC CL D X 1 2800 0 0
RADIO ONE, INC. NON VOTING CL D X 3 25100 0 0
RAINIER PACIFIC FINANCIAL GROUP INC X 1 0 0 5500
RANGE RESOURCES CORP. X 3 7800 0 0
RED ROBIN GOURMET BURGERS X 3 13900 0 0
REGISTER.COM, INC. X 3 72700 0 0
REGIONS FINANCIAL CORP X 1 1086 0 0
REGIONS FINANCIAL CORP X 1 6634 0 0
RELIANT ENERGY INC X 1 800 0 0
RELIANT ENERGY INC X 1 2523 0 0
RELIANT ENERGY INC X 3 2365 0 0
SBC COMMUNICATIONS X 3 31775 0 0
SBC COMMUNICATIONS INC COM X 1 292173 0 350
SBC COMMUNICATIONS INC COM X 1 192935 0 21682
SLM CORP COM X 1 1313 0 0
SLM CORP. X 2 136986 0 0
SPDR TRUST SERIES 1 S&P 500 INDEX FD X 1 100951 0 0
SPDR TRUST SERIES 1 S&P 500 INDEX FD X 3 3850 0 0
SPDR TRUST SERIES 1 S&P 500 INDEX FD X 1 1325 0 0
SAKS INC COM X 1 200 0 0
SANDISK CORP COM X 1 1600 0 0
SANDISK CORP COM X 1 800 0 0
SCANA CORP NEW COM X 1 7272 0 0
SCANA CORP NEW COM X 1 15835 0 1477
SCANA CORP NEW COM X 3 6600 0 0
SCS TRANSPORTATION, INC. X 3 4700 0 0
SEALED AIR CORP NEW COM X 1 2200 0 0
SELECT SECTOR SPDRTECHNOLOGY X 1 200 0 1200
SELECT SECTOR SPDR UTILITIES X 1 0 0 350
SENIOR HOUSING PROPERTIES TR (REIT) X 1 0 0 100
SERVICEMASTER CO COM X 1 0 0 14500
SEVERN BANCORP INC X 1 300 0 0
SILICON IMAGE INC COM X 1 7100 0 0
SILICON IMAGE INC COM X 3 7800 0 0
SIRENZA MICRODEVICES INCORPORATED X 1 151 0 0
SIRIUS SATELLITE RADIO INC COM X 1 9750 0 0
SIRIUS SATELLITE RADIO INC COM X 1 500 0 0
SITEL CORP. X 3 121800 0 0
SKY FINANCIAL GROUP INC X 1 1000 0 7800
SKYWORKS SOLUTIONS, INC. X 3 89500 0 0
SKYWORKS SOLUTIONSINC X 1 10108 0 0
SKYWORKS SOLUTIONSINC X 1 280 0 0
SONIC AUTOMOTIVE, INC. X 3 13400 0 0
STAGE STORES, INC. X 3 21100 0 0
STANDARD PACIFIC CORP NEW X 1 850 0 0
STAR GAS PARTNERS LP X 1 1500 0 0
39 of 49
STAR GAS PARTNERS LP COMMON STOCK 85512C105 22 1000 SHARES
STARTEK INCORPORATED COMMON STOCK 85569C107 107 3400 SHARES
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 7 154 SHARES
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 36 771 SHARES
STATS CHIPPAC LTD., ADR ADR 85771T104 345 57724 SHARES
STELLENT INCORPORATED COMMON STOCK 85856W105 56 7200 SHARES
STELLENT INCORPORATED COMMON STOCK 85856W105 64 8300 SHARES
SUNOCO LOGISTICS PARTNERS LP COMMON STOCK 86764L108 20 500 SHARES
SUNOCO LOGISTICS PARTNERS LP COMMON STOCK 86764L108 8 200 SHARES
SUNOCO INC COM COMMON STOCK 86764P109 79 1073 SHARES
SUNOCO INC COM COMMON STOCK 86764P109 7 100 SHARES
SUNRISE SENIOR LIVING INC COMMON STOCK 86768K106 19 550 SHARES
SUNRISE SENIOR LIVING, INC. COMMON STOCK 86768K106 393 11200 SHARES
SYMYX TECHNOLOGIES, INC. COMMON STOCK 87155S108 994 42200 SHARES
SYNOVUS FINL CORP COM COMMON STOCK 87161C105 21 800 SHARES
SYSCO CORP COMMON STOCK 871829107 2460 82216 SHARES
TALK AMERICA HOLDINGS, INC. COMMON STOCK 87426R202 348 66600 SHARES
TANOX INCORPORATED COMMON STOCK 87588Q109 64 3781 SHARES
TANOX INCORPORATED COMMON STOCK 87588Q109 75 4419 SHARES
TARGET CORP COMMON STOCK 87612E106 363 12400 SHARES
TARGET CORP COM COMMON STOCK 87612E106 6574 145288 SHARES
TARGET CORP COM COMMON STOCK 87612E106 2411 53264 SHARES
TARGET CORP COM COMMON STOCK 87612E106 1829 40429 SHARES
TARGET CORP COM COMMON STOCK 87612E106 54 1200 SHARES
TARGETED GENETICS CORP COMMON STOCK 87612M108 1 1000 SHARES
TELIK, INC. COMMON STOCK 87959M109 736 33000 SHARES
TENET HEALTHCARE CORP COMMON STOCK 88033G100 18 1650 SHARES
THIRD WAVE TECHNOLOGIES, INC. COMMON STOCK 88428W108 881 128100 SHARES
3M CO COMMON STOCK 88579Y101 8903 111327 SHARES
3M CO COMMON STOCK 88579Y101 80 1000 SHARES
3M CO COMMON STOCK 88579Y101 15139 189313 SHARES
3M CO COMMON STOCK 88579Y101 628 7850 SHARES
3M COMPANY COMMON STOCK 88579Y101 1228 13685 SHARES
TIBCO SOFTWARE INC COM COMMON STOCK 88632Q103 84 9900 SHARES
TIBCO SOFTWARE INC COM COMMON STOCK 88632Q103 93 10900 SHARES
TRADESTATION GROUP, INC. COMMON STOCK 89267P105 359 58600 SHARES
TRANSGENOMIC, INC. COMMON STOCK 89365K206 62 53500 SHARES
TRIAD HOSPITALS INC COMMON STOCK 89579K109 90 2600 SHARES
TRIAD HOSPITALS INC COMMON STOCK 89579K109 72 2100 SHARES
TRIAD HOSPITALS, INC. COMMON STOCK 89579K109 747 21700 SHARES
TRIBUNE CO COMMON STOCK 896047107 1242 30170 SHARES
TRIQUINT SEMICONDUCTOR, INC. COMMON STOCK 89674K103 720 184700 SHARES
TRIZEC PROPERTIES INC (REITS) COMMON STOCK 89687P107 5 300 SHARES
USANA HEALTH SCIENCES INCORPORATED COMMON STOCK 90328M107 87 2500 SHARES
USANA HEALTH SCIENCES INCORPORATED COMMON STOCK 90328M107 97 2800 SHARES
ULTRA CLEAN HOLDINGS, INC. COMMON STOCK 90385V107 195 45600 SHARES
UNITED DEFENSE IND COMMON STOCK 91018B104 48 1200 SHARES
UNITED DEFENSE INDUSTRIES, INC. COMMON STOCK 91018B104 464 11600 SHARES
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 608 8244 SHARES
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 159 2155 SHARES
UNITEDHEALTH GROUP INC. COMMON STOCK 91324P102 3596 48770 SHARES
UNIVERSAL DISPLAY CORP. COMMON STOCK 91347P105 90 10700 SHARES
UNIVERSAL HEALTH REALTY TRUST, INC. COMMON STOCK 91359E105 461 15200 SHARES
UNUMPROVIDENT CORPORATION COMMON STOCK 91529Y106 1092 69610 SHARES
VALEANT PHARMACEUTICALS INC COMMON STOCK 91911X104 2 75 SHARES
VALERO L P COMMON STOCK 91913W104 19 335 SHARES
VALERO L P COMMON STOCK 91913W104 390 7000 SHARES
VALERO ENERGY CORP COM COMMON STOCK 91913Y100 309 3850 SHARES
VALERO ENERGY CORP COM COMMON STOCK 91913Y100 72 900 SHARES
VARIAN MEDICAL SYS INC COM COMMON STOCK 92220P105 76 2200 SHARES
VARIAN MEDICAL SYSTEMS, INC. COMMON STOCK 92220P105 698 20200 SHARES
VASOGEN, INC. COMMON STOCK 92232F103 57 12400 SHARES
VERISIGN INC COM COMMON STOCK 92343E102 18 900 SHARES
VERITAS DGC, INC. COMMON STOCK 92343P107 884 38800 SHARES
VERIZON COMMUNICATIONS COM COMMON STOCK 92343V104 22648 575110 SHARES
VERIZON COMMUNICATIONS COM COMMON STOCK 92343V104 4512 114571 SHARES
VERIZON COMMUNICATIONS COM COMMON STOCK 92343V104 14911 378650 SHARES
VERIZON COMMUNICATIONS COM COMMON STOCK 92343V104 225 5701 SHARES
VISTEON CORP COM COMMON STOCK 92839U107 50 6291 SHARES
WCI COMMUNITIES, INC. COMMON STOCK 92923C104 403 17300 SHARES
WGL HLDGS INC COM COMMON STOCK 92924F106 8 300 SHARES
WGL HLDGS INC COM COMMON STOCK 92924F106 94 3328 SHARES
WGL HLDGS INC COM COMMON STOCK 92924F106 96 3382 SHARES
WPS RESOURCES CORP COMMON STOCK 92931B106 36 800 SHARES
WPS RESOURCES CORP COMMON STOCK 92931B106 16 350 SHARES
STAR GAS PARTNERS LP X 1 1000 0 0
STARTEK INCORPORATED X 1 0 0 3400
STARWOOD HOTELS & RESORTS X 1 154 0 0
STARWOOD HOTELS & RESORTS X 1 0 0 771
STATS CHIPPAC LTD., ADR X 3 57724 0 0
STELLENT INCORPORATED X 1 7200 0 0
STELLENT INCORPORATED X 3 8300 0 0
SUNOCO LOGISTICS PARTNERS LP X 1 500 0 0
SUNOCO LOGISTICS PARTNERS LP X 1 200 0 0
SUNOCO INC COM X 1 1073 0 0
SUNOCO INC COM X 1 100 0 0
SUNRISE SENIOR LIVING INC X 1 550 0 0
SUNRISE SENIOR LIVING, INC. X 3 11200 0 0
SYMYX TECHNOLOGIES, INC. X 3 42200 0 0
SYNOVUS FINL CORP COM X 1 800 0 0
SYSCO CORP X 2 82216 0 0
TALK AMERICA HOLDINGS, INC. X 3 66600 0 0
TANOX INCORPORATED X 1 3781 0 0
TANOX INCORPORATED X 3 4419 0 0
TARGET CORP X 2 12400 0 0
TARGET CORP COM X 1 145108 0 180
TARGET CORP COM X 3 48307 0 4957
TARGET CORP COM X 1 40429 0 0
TARGET CORP COM X 3 1200 0 0
TARGETED GENETICS CORP X 1 1000 0 0
TELIK, INC. X 3 33000 0 0
TENET HEALTHCARE CORP X 1 1650 0 0
THIRD WAVE TECHNOLOGIES, INC. X 3 128100 0 0
3M CO X 1 110927 0 400
3M CO X 3 0 0 1000
3M CO X 1 161373 0 27940
3M CO X 3 7850 0 0
3M COMPANY X 2 13685 0 0
TIBCO SOFTWARE INC COM X 1 9900 0 0
TIBCO SOFTWARE INC COM X 3 10900 0 0
TRADESTATION GROUP, INC. X 3 58600 0 0
TRANSGENOMIC, INC. X 3 53500 0 0
TRIAD HOSPITALS INC X 1 2600 0 0
TRIAD HOSPITALS INC X 1 0 0 2100
TRIAD HOSPITALS, INC. X 3 21700 0 0
TRIBUNE CO X 2 30170 0 0
TRIQUINT SEMICONDUCTOR, INC. X 3 184700 0 0
TRIZEC PROPERTIES INC (REITS) X 1 300 0 0
USANA HEALTH SCIENCES INCORPORATED X 1 2500 0 0
USANA HEALTH SCIENCES INCORPORATED X 3 2800 0 0
ULTRA CLEAN HOLDINGS, INC. X 3 45600 0 0
UNITED DEFENSE IND X 1 1200 0 0
UNITED DEFENSE INDUSTRIES, INC. X 3 11600 0 0
UNITEDHEALTH GROUP INC X 1 8244 0 0
UNITEDHEALTH GROUP INC X 1 755 0 1400
UNITEDHEALTH GROUP INC. X 2 48770 0 0
UNIVERSAL DISPLAY CORP. X 3 10700 0 0
UNIVERSAL HEALTH REALTY TRUST, INC. X 3 15200 0 0
UNUMPROVIDENT CORPORATION X 2 69610 0 0
VALEANT PHARMACEUTICALS INC X 1 75 0 0
VALERO L P X 1 335 0 0
VALERO L P X 3 7000 0 0
VALERO ENERGY CORP COM X 1 3850 0 0
VALERO ENERGY CORP COM X 1 900 0 0
VARIAN MEDICAL SYS INC COM X 1 2200 0 0
VARIAN MEDICAL SYSTEMS, INC. X 3 20200 0 0
VASOGEN, INC. X 3 12400 0 0
VERISIGN INC COM X 1 900 0 0
VERITAS DGC, INC. X 3 38800 0 0
VERIZON COMMUNICATIONS COM X 1 565525 0 9585
VERIZON COMMUNICATIONS COM X 3 113250 0 1321
VERIZON COMMUNICATIONS COM X 1 356437 0 22213
VERIZON COMMUNICATIONS COM X 3 3901 0 1800
VISTEON CORP COM X 1 6161 0 130
WCI COMMUNITIES, INC. X 3 17300 0 0
WGL HLDGS INC COM X 1 300 0 0
WGL HLDGS INC COM X 3 3328 0 0
WGL HLDGS INC COM X 1 3382 0 0
WPS RESOURCES CORP X 1 800 0 0
WPS RESOURCES CORP X 1 350 0 0
40 of 49
WALGREEN CO COMMON STOCK 931422109 107 3000 SHARES
WALTER INDUSTRIES, INC. COMMON STOCK 93317Q105 708 44200 SHARES
WASHINGTON MUTUAL COM COMMON STOCK 939322103 8 200 SHARES
WASTE MANAGEMENT INC COM COMMON STOCK 94106L109 57 2077 SHARES
WASTE MANAGEMENT INC COM COMMON STOCK 94106L109 143 5219 SHARES
WATER PIK TECHNOLOGIES INC COM COMMON STOCK 94113U100 1 96 SHARES
WELLPOINT HEALTH NETWORKS COM COMMON STOCK 94973H108 27 260 SHARES
WELLPOINT HEALTH NETWORKS COM COMMON STOCK 94973H108 42 400 SHARES
WESTAR ENERGY INC COMMON STOCK 95709T100 6 300 SHARES
WESTAR ENERGY INC COMMON STOCK 95709T100 46 2300 SHARES
XTO ENERGY INC COM COMMON STOCK 98385X106 468 14412 SHARES
XTO ENERGY INC COM COMMON STOCK 98385X106 50 1525 SHARES
XCEL ENERGY INC COM COMMON STOCK 98389B100 155 8976 SHARES
XCEL ENERGY INC COM COMMON STOCK 98389B100 330 19031 SHARES
XCEL ENERGY, INC. COMMON STOCK 98389B100 232 13050 SHARES
ZIMMER HLDGS INC COM COMMON STOCK 98956P102 661 8368 SHARES
ZIMMER HLDGS INC COM COMMON STOCK 98956P102 964 12199 SHARES
ZIMMER HLDGS INC COM COMMON STOCK 98956P102 63 800 SHARES
ZIMMER HOLDINGS INCORPORATED COMMON STOCK 98956P102 1454 18390 SHARES
ZORAN CORP COMMON STOCK 98975F101 198 12600 SHARES
ACCENTURE LTD.- BERMUDA COMMON STOCK G1150G111 6911 255475 SHARES
COOPER INDS LTD COMMON STOCK G24182100 1328 22500 SHARES
EVEREST RE GROUP LTD. COMMON STOCK G3223R108 2334 31400 SHARES
GLOBALSANTAFE CORP COMMON STOCK G3930E101 8 250 SHARES
HELEN OF TROY LTD COMMON STOCK G4388N106 8 300 SHARES
NABORS INDS LTD COMMON STOCK G6359F103 7490 158200 SHARES
OPENTV CORPORATION CLASS A COMMON STOCK G67543101 18 6000 SHARES
PARTNERRE LTD. COMMON STOCK G6852T105 684 12500 SHARES
SEAGATE TECHNOLOGY COMMON STOCK G7945J104 157 11640 SHARES
TRANSOCEAN INC COMMON STOCK G90078109 1077 30108 SHARES
TRANSOCEAN INC COMMON STOCK G90078109 1330 37179 SHARES
TRANSOCEAN INC COMMON STOCK G90078109 100 2785 SHARES
TRANSOCEAN INC COMMON STOCK G90078109 214 5987 SHARES
WEATHERFORD INTL LTD COMMON STOCK G95089101 1097 21500 SHARES
CHECK POINT SOFTWARE TECHNOLOGIES
LTD. COMMON STOCK M22465104 1246 73400 SHARES
TARO PHARMACEUTICAL INDUSTRIES LTD. COMMON STOCK M8737E108 161 6900 SHARES
ASML HOLDING NV COM COMMON STOCK N07059111 5 350 SHARES
OMI CORP COM NEW COMMON STOCK Y6476W104 96 6000 SHARES
OMI CORP COM NEW COMMON STOCK Y6476W104 106 6600 SHARES
SUBTOTALS FOR DOMESTIC COMMON STOCKS 3424977 104680760
A. COMMON STOCK
FOREIGN COMMON STOCK/ADR'S
CNOOC LTD -ADR ADR 126132109 16 300 SHARES
CABLE & WIRELESS PLC SPONS ADR ADR 126830207 1 200 SHARES
CADBURY SCHWEPPES PLC SPONS ADR ADR 127209302 3 100 SHARES
CANADIAN NATL RY CO COMMON STOCK 136375102 161 3325 SHARES
CANADIAN NATL RY CO COMMON STOCK 136375102 65 1350 SHARES
CANON INC SPONS ADR COMMON STOCK 138006309 19 400 SHARES
CEMEX S A SPONS ADR PART CER ADR 151290889 240 8523 SHARES
DANKA BUSINESS SYSTEMS-SPON ADR ADR 236277109 74 19517 SHARES
DANKA BUSINESS SYSTEMS-SPON ADR ADR 236277109 83 21883 SHARES
DEUTSCHE TELEKOM AG SPONSORED ADR ADR 251566105 7 376 SHARES
DR REDDYS LABS LTD ADR ADR 256135203 16 1000 SHARES
DUSA PHARMACEUTICALS INCORPORATED COMMON STOCK 266898105 48 4200 SHARES
ELAN CORP PLC SPONS ADR ADR 284131208 23 1000 SHARES
ELAN CORP PLC SPONS ADR ADR 284131208 14 615 SHARES
ENCANA CORP COMMON STOCK 292505104 37 800 SHARES
TELEFONAKTIEBOLAGET LM ERICSSON ADR ADR 294821608 23 740 SHARES
TELEFONAKTIEBOLAGET LM ERICSSON ADR ADR 294821608 47 1490 SHARES
FAIRFAX FINANCIAL HOLDINGS LIMITED COMMON STOCK 303901102 50 400 SHARES
FRESENIUS MED CARE COMMON STOCK 358029106 1 41 SHARES
GALLAHER GROUP PLC SPON ADR ADR 363595109 160 3438 SHARES
GALLAHER GROUP PLC SPON ADR ADR 363595109 115 2477 SHARES
GOLDCORP INC COMMON STOCK 380956409 14 1000 SHARES
GOLDCORP INC COMMON STOCK 380956409 35 2500 SHARES
GROUPE DANONE SPONS ADR ADR 399449107 16 1000 SHARES
HSBC HOLDINGS PLC SPONSORED ADR ADR 404280406 257 3221 SHARES
WALGREEN CO X 2 3000 0 0
WALTER INDUSTRIES, INC. X 3 44200 0 0
WASHINGTON MUTUAL COM X 3 200 0 0
WASTE MANAGEMENT INC COM X 1 2077 0 0
WASTE MANAGEMENT INC COM X 1 3719 0 1500
WATER PIK TECHNOLOGIES INC COM X 1 96 0 0
WELLPOINT HEALTH NETWORKS COM X 1 260 0 0
WELLPOINT HEALTH NETWORKS COM X 1 400 0 0
WESTAR ENERGY INC X 1 300 0 0
WESTAR ENERGY INC X 1 1700 0 600
XTO ENERGY INC COM X 1 14412 0 0
XTO ENERGY INC COM X 1 1525 0 0
XCEL ENERGY INC COM X 1 8976 0 0
XCEL ENERGY INC COM X 1 19031 0 0
XCEL ENERGY, INC. X 2 13050 0 0
ZIMMER HLDGS INC COM X 1 8268 0 100
ZIMMER HLDGS INC COM X 1 11719 0 480
ZIMMER HLDGS INC COM X 3 800 0 0
ZIMMER HOLDINGS INCORPORATED X 2 18390 0 0
ZORAN CORP X 1 300 0 12300
ACCENTURE LTD.- BERMUDA X 3 255475 0 0
COOPER INDS LTD X 3 22500 0 0
EVEREST RE GROUP LTD. X 3 31400 0 0
GLOBALSANTAFE CORP X 1 0 0 250
HELEN OF TROY LTD X 1 300 0 0
NABORS INDS LTD X 3 158200 0 0
OPENTV CORPORATION CLASS A X 1 6000 0 0
PARTNERRE LTD. X 3 12500 0 0
SEAGATE TECHNOLOGY X 1 11640 0 0
TRANSOCEAN INC X 1 29758 0 350
TRANSOCEAN INC X 3 37179 0 0
TRANSOCEAN INC X 1 2785 0 0
TRANSOCEAN INC X 3 5987 0 0
WEATHERFORD INTL LTD X 3 21500 0 0
CHECK POINT SOFTWARE TECHNOLOGIES
LTD. X 3 73400 0 0
TARO PHARMACEUTICAL INDUSTRIES LTD. X 3 6900 0 0
ASML HOLDING NV COM X 1 350 0 0
OMI CORP COM NEW X 1 6000 0 0
OMI CORP COM NEW X 3 6600 0 0
SUBTOTALS FOR DOMESTIC COMMON STOCKS 100028258 0 4652502
A. COMMON STOCK
FOREIGN COMMON STOCK/ADR'S
CNOOC LTD -ADR X 1 300 0 0
CABLE & WIRELESS PLC SPONS ADR X 1 200 0 0
CADBURY SCHWEPPES PLC SPONS ADR X 1 100 0 0
CANADIAN NATL RY CO X 1 3325 0 0
CANADIAN NATL RY CO X 1 600 0 750
CANON INC SPONS ADR X 1 400 0 0
CEMEX S A SPONS ADR PART CER X 1 5423 0 3100
DANKA BUSINESS SYSTEMS-SPON ADR X 1 19517 0 0
DANKA BUSINESS SYSTEMS-SPON ADR X 3 21883 0 0
DEUTSCHE TELEKOM AG SPONSORED ADR X 1 376 0 0
DR REDDYS LABS LTD ADR X 1 1000 0 0
DUSA PHARMACEUTICALS INCORPORATED X 1 4200 0 0
ELAN CORP PLC SPONS ADR X 1 1000 0 0
ELAN CORP PLC SPONS ADR X 1 0 0 615
ENCANA CORP X 1 0 0 800
TELEFONAKTIEBOLAGET LM ERICSSON ADR X 1 740 0 0
TELEFONAKTIEBOLAGET LM ERICSSON ADR X 1 1490 0 0
FAIRFAX FINANCIAL HOLDINGS LIMITED X 1 400 0 0
FRESENIUS MED CARE X 1 41 0 0
GALLAHER GROUP PLC SPON ADR X 1 3438 0 0
GALLAHER GROUP PLC SPON ADR X 1 2369 0 108
GOLDCORP INC X 1 1000 0 0
GOLDCORP INC X 1 0 0 2500
GROUPE DANONE SPONS ADR X 1 1000 0 0
HSBC HOLDINGS PLC SPONSORED ADR X 1 2021 0 1200
41 of 49
HSBC HOLDINGS PLC SPONSORED ADR ADR 404280406 135 1694 SHARES
HARMONY GOLD MINING SPON ADR ADR 413216300 3 250 SHARES
HELLENIC TELECOMMUNICATIONS ORG ADR ADR 423325307 1 100 SHARES
HONDA MTR LTD AMERN SHS COMMON STOCK 438128308 7 300 SHARES
HUANENG POWER INTL-SPONS ADR ADR 443304100 85 2620 SHARES
IMPERIAL OIL LTD COMMON STOCK 453038408 3 49 SHARES
INFOSYS TECHNOLOGIES LTDSPON ADR ADR 456788108 11 200 SHARES
INFOSYS TECHNOLOGIES LTDSPON ADR ADR 456788108 28 500 SHARES
KINROSS GOLD CORPORATION COMMON STOCK 496902206 1 169 SHARES
KONINKLIJKE AHOLD NV SPONS ADR ADR 500467303 2 300 SHARES
KONINKLIJKE PHILIPS ELEC N V NY SHR COMMON STOCK 500472303 400 17472 SHARES
KONINKLIJKE PHILIPS ELEC N V NY SHR COMMON STOCK 500472303 37 1601 SHARES
KOREA ELECTRIC POWER CORP SP ADR ADR 500631106 106 10000 SHARES
MAGNA INTL INC CL A COMMON STOCK 559222401 178 2400 SHARES
MAGNA INTL INC CL A COMMON STOCK 559222401 107 1450 SHARES
NATIONAL AUSTRALIA BK LTD COMMON STOCK 632525408 98 1000 SHARES
NISSAN MTR LTD SPONSORED ADR ADR 654744408 2 94 SHARES
NISSAN MTR LTD SPONSORED ADR ADR 654744408 54 2500 SHARES
NOKIA CORP SPONSORED ADR ADR 654902204 1323 96440 SHARES
NOKIA CORP SPONSORED ADR ADR 654902204 560 40846 SHARES
NOKIA CORP SPONSORED ADR ADR 654902204 85 6200 SHARES
NORANDA INC LTD COMMON STOCK 655422103 21 1200 SHARES
NORTEL NETWORKS CORP COMMON STOCK 656568102 486 142925 SHARES
NORTEL NETWORKS CORP COMMON STOCK 656568102 47 13793 SHARES
PLACER DOME INC COMMON STOCK 725906101 5 250 SHARES
PLACER DOME INC COMMON STOCK 725906101 24 1212 SHARES
POPULAR INC COMMON STOCK 733174106 26 1000 SHARES
POPULAR INC COMMON STOCK 733174106 26 1000 SHARES
ROYAL DUTCH PETE CO N Y REGISTRY SH COMMON STOCK 780257804 4430 85849 SHARES
ROYAL DUTCH PETE CO N Y REGISTRY SH COMMON STOCK 780257804 4749 92034 SHARES
ROYAL DUTCH PETE CO N Y REGISTRY SH COMMON STOCK 780257804 31 600 SHARES
ROYAL DUTCH PETE CO N Y REGISTRY SH COMMON STOCK 780257804 279 5400 SHARES
SAP AG SPONS ADR ADR 803054204 113 2900 SHARES
SASOL LTD SPONS-ADR ADR 803866300 19 1000 SHARES
SCHLUMBERGER LTD COMMON STOCK 806857108 7442 110564 SHARES
SCHLUMBERGER LTD COMMON STOCK 806857108 4333 64373 SHARES
SCHLUMBERGER LTD COMMON STOCK 806857108 269 4000 SHARES
SCHLUMBERGER LTD COMMON STOCK 806857108 153 2280 SHARES
SHELL TRANSPORT & TRADING PLC ADR ADR 822703609 9 200 SHARES
SONY CORP - SPONSORED ADR ADR 835699307 41 1200 SHARES
STMICROELECTRONICS N V COMMON STOCK 861012102 43 2500 SHARES
STMICROELECTRONICS N V COMMON STOCK 861012102 19 1100 SHARES
STOLT OFFSHORE S A SPONSORED ADR ADR 861567105 109 22300 SHARES
STOLT OFFSHORE S A SPONSORED ADR ADR 861567105 121 24700 SHARES
SUN LIFE FINL INC COMMON STOCK 866796105 84 2809 SHARES
TAIWAN SEMICONDUCTOR SPON ADR ADR 874039100 1193 167028 SHARES
TAIWAN SEMICONDUCTOR SPON ADR ADR 874039100 139 19527 SHARES
TAIWAN SEMICONDUCTOR SPON ADR ADR 874039100 352 49248 SHARES
TELECOM NEW ZEALAND SPON ADR ADR 879278208 64 2000 SHARES
TELEFONICA S A SPONSORED ADR ADR 879382208 216 4802 SHARES
TELEFONICA S A SPONSORED ADR ADR 879382208 32 713 SHARES
TELEFONICA S A SPONSORED ADR ADR 879382208 161 3580 SHARES
TELEFONOS DE MEXICO SP ADR A ADR 879403707 71 2198 SHARES
TELEFONOS DE MEXICO SP ADR L ADR 879403780 111 3446 SHARES
TELEFONOS DE MEXICO SP ADR L ADR 879403780 68 2100 SHARES
TELEFONOS DE MEXICO SP ADR L ADR 879403780 65 2000 SHARES
TEVA PHARMACEUTICAL SPONS ADR ADR 881624209 260 10028 SHARES
TEVA PHARMACEUTICAL SPONS ADR ADR 881624209 283 10900 SHARES
TOYOTA MOTOR CORP SPON ADR ADR 892331307 76 1000 SHARES
TOYOTA MOTOR CORP SPON ADR ADR 892331307 23 300 SHARES
TYCO INTERNATIONAL LTD COMMON STOCK 902124106 2227 72629 SHARES
TYCO INTERNATIONAL LTD COMMON STOCK 902124106 1103 35984 SHARES
TYCO INTERNATIONAL LTD COMMON STOCK 902124106 18 600 SHARES
TYCO INTERNATIONAL LTD COMMON STOCK 902124106 18 600 SHARES
UNILEVER PLC SPONSORED ADR ADR 904767704 3 89 SHARES
UNILEVER PLC SPONSORED ADR ADR 904767704 23 700 SHARES
UNILEVER NV NY SHARES COMMON STOCK 904784709 237 4106 SHARES
UNILEVER NV NY SHARES COMMON STOCK 904784709 421 7284 SHARES
UNILEVER NV NY SHARES COMMON STOCK 904784709 62 1071 SHARES
VOLVO AB SPONS ADR B ADR 928856400 21 600 SHARES
W HOLDING COMPANY INC COMMON STOCK 929251106 207 10920 SHARES
W HOLDING COMPANY INC COMMON STOCK 929251106 112 5900 SHARES
WPP GROUP PLC SPONS ADR ADR 929309300 75 1600 SHARES
WPP GROUP PLC SPONS ADR ADR 929309300 8 167 SHARES
ASA LTD COMMON STOCK 002050102 47 1100 SHARES
HSBC HOLDINGS PLC SPONSORED ADR X 1 1694 0 0
HARMONY GOLD MINING SPON ADR X 1 250 0 0
HELLENIC TELECOMMUNICATIONS ORG ADR X 1 100 0 0
HONDA MTR LTD AMERN SHS X 1 300 0 0
HUANENG POWER INTL-SPONS ADR X 1 2620 0 0
IMPERIAL OIL LTD X 1 49 0 0
INFOSYS TECHNOLOGIES LTDSPON ADR X 1 200 0 0
INFOSYS TECHNOLOGIES LTDSPON ADR X 1 500 0 0
KINROSS GOLD CORPORATION X 1 169 0 0
KONINKLIJKE AHOLD NV SPONS ADR X 1 300 0 0
KONINKLIJKE PHILIPS ELEC N V NY SHR X 1 17472 0 0
KONINKLIJKE PHILIPS ELEC N V NY SHR X 1 1601 0 0
KOREA ELECTRIC POWER CORP SP ADR X 1 10000 0 0
MAGNA INTL INC CL A X 1 2400 0 0
MAGNA INTL INC CL A X 1 1450 0 0
NATIONAL AUSTRALIA BK LTD X 1 1000 0 0
NISSAN MTR LTD SPONSORED ADR X 1 94 0 0
NISSAN MTR LTD SPONSORED ADR X 1 2500 0 0
NOKIA CORP SPONSORED ADR X 1 96040 0 400
NOKIA CORP SPONSORED ADR X 1 39346 0 1500
NOKIA CORP SPONSORED ADR X 3 6200 0 0
NORANDA INC LTD X 1 1200 0 0
NORTEL NETWORKS CORP X 1 127925 0 15000
NORTEL NETWORKS CORP X 1 13343 0 450
PLACER DOME INC X 1 250 0 0
PLACER DOME INC X 1 1212 0 0
POPULAR INC X 1 1000 0 0
POPULAR INC X 1 1000 0 0
ROYAL DUTCH PETE CO N Y REGISTRY SH X 1 85849 0 0
ROYAL DUTCH PETE CO N Y REGISTRY SH X 1 79386 0 12648
ROYAL DUTCH PETE CO N Y REGISTRY SH X 3 0 0 600
ROYAL DUTCH PETE CO N Y REGISTRY SH X 3 5000 0 400
SAP AG SPONS ADR X 1 2900 0 0
SASOL LTD SPONS-ADR X 1 1000 0 0
SCHLUMBERGER LTD X 1 109764 0 800
SCHLUMBERGER LTD X 1 57823 0 6550
SCHLUMBERGER LTD X 3 4000 0 0
SCHLUMBERGER LTD X 3 2280 0 0
SHELL TRANSPORT & TRADING PLC ADR X 1 200 0 0
SONY CORP - SPONSORED ADR X 1 1200 0 0
STMICROELECTRONICS N V X 1 2500 0 0
STMICROELECTRONICS N V X 1 1100 0 0
STOLT OFFSHORE S A SPONSORED ADR X 1 22300 0 0
STOLT OFFSHORE S A SPONSORED ADR X 3 24700 0 0
SUN LIFE FINL INC X 1 2809 0 0
TAIWAN SEMICONDUCTOR SPON ADR X 1 161749 0 5279
TAIWAN SEMICONDUCTOR SPON ADR X 1 13789 0 5738
TAIWAN SEMICONDUCTOR SPON ADR X 3 31988 0 17260
TELECOM NEW ZEALAND SPON ADR X 1 2000 0 0
TELEFONICA S A SPONSORED ADR X 1 4802 0 0
TELEFONICA S A SPONSORED ADR X 1 713 0 0
TELEFONICA S A SPONSORED ADR X 3 3580 0 0
TELEFONOS DE MEXICO SP ADR A X 1 2198 0 0
TELEFONOS DE MEXICO SP ADR L X 1 3446 0 0
TELEFONOS DE MEXICO SP ADR L X 1 1100 0 1000
TELEFONOS DE MEXICO SP ADR L X 3 2000 0 0
TEVA PHARMACEUTICAL SPONS ADR X 1 10028 0 0
TEVA PHARMACEUTICAL SPONS ADR X 1 10900 0 0
TOYOTA MOTOR CORP SPON ADR X 1 0 0 1000
TOYOTA MOTOR CORP SPON ADR X 1 300 0 0
TYCO INTERNATIONAL LTD X 1 63811 0 8818
TYCO INTERNATIONAL LTD X 1 30880 0 5104
TYCO INTERNATIONAL LTD X 3 0 0 600
TYCO INTERNATIONAL LTD X 3 600 0 0
UNILEVER PLC SPONSORED ADR X 1 89 0 0
UNILEVER PLC SPONSORED ADR X 1 700 0 0
UNILEVER NV NY SHARES X 1 4106 0 0
UNILEVER NV NY SHARES X 1 7284 0 0
UNILEVER NV NY SHARES X 3 1071 0 0
VOLVO AB SPONS ADR B X 1 0 0 600
W HOLDING COMPANY INC X 1 10920 0 0
W HOLDING COMPANY INC X 3 5900 0 0
WPP GROUP PLC SPONS ADR X 1 1600 0 0
WPP GROUP PLC SPONS ADR X 1 167 0 0
ASA LTD X 1 1100 0 0
42 of 49
AEGON N V ORD AMER REG SHS COMMON STOCK 007924103 150 13862 SHARES
AEGON N V ORD AMER REG SHS COMMON STOCK 007924103 112 10396 SHARES
AGNICO EAGLE MINES LTD COMMON STOCK 008474108 4 250 SHARES
ALCAN INC COMMON STOCK 013716105 4 80 SHARES
ALCAN INC COMMON STOCK 013716105 81 1700 SHARES
ALCATEL SA-SPON ADR ADR 013904305 3 244 SHARES
ALLIED DOMECQ PLC-SPONS ADR ADR 019121201 10 300 SHARES
ALLIED IRISH BKS PLC-SPON ADR ADR 019228402 47651 1432261 SHARES
ALLIED IRISH BKS PLC-SPON ADR ADR 019228402 18606 559234 SHARES
AMERICA MOVIL - ADR SERIES L ADR 02364W105 169 4320 SHARES
AMERICA MOVIL - ADR SERIES L ADR 02364W105 129 3300 SHARES
AMERICA MOVIL - ADR SERIES A ADR 02364W204 77 2000 SHARES
ANGLO AMERICAN PLC ADR ADR 03485P102 5 225 SHARES
ANGLO AMERICAN PLC ADR ADR 03485P102 81 3331 SHARES
ANGLOGOLD ASHANTI SPON ADR ADR 035128206 6 155 SHARES
ARACRUZ CELULOSE S A SPONSORED ADR ADR 038496204 83 2500 SHARES
ASTRAZENECA GROUP PLC SPONSORED ADR ADR 046353108 33 800 SHARES
ASTRAZENECA GROUP PLC SPONSORED ADR ADR 046353108 20 485 SHARES
AXA SPONSORED ADR ADR 054536107 5 236 SHARES
BP PLC SPONSORED ADR ADR 055622104 15984 277836 SHARES
BP PLC SPONSORED ADR ADR 055622104 17786 309156 SHARES
BP PLC SPONSORED ADR ADR 055622104 506 8792 SHARES
BALLARD PWR SYS INC COMMON STOCK 05858H104 8 1050 SHARES
BARRICK GOLD CORP COMMON STOCK 067901108 4 200 SHARES
BARRICK GOLD CORP COMMON STOCK 067901108 42 2000 SHARES
BAYER AG SPONSORED ADR ADR 072730302 27 1000 SHARES
BEMA GOLD CORP COMMON STOCK 08135F107 40 12500 SHARES
BEMA GOLD CORP COMMON STOCK 08135F107 44 13800 SHARES
BHP BILLITON LTD SPONSORED ADR ADR 088606108 21 1032 SHARES
BIOTECH HOLDRS TRUST COMMON STOCK 09067D201 133 917 SHARES
BIOTECH HOLDRS TRUST COMMON STOCK 09067D201 29 200 SHARES
BIOMIRA INC COMMON STOCK 09161R106 3 2000 SHARES
CELESTICA INC COM COMMON STOCK 15101Q108 6 505 SHARES
DIAGEO PLC SPONSORED ADR ADR 25243Q205 169 3345 SHARES
DIAGEO PLC SPONSORED ADR ADR 25243Q205 3 50 SHARES
DIAGEO PLC SPONSORED ADR ADR 25243Q205 25 500 SHARES
ENDESA S A SPONSORED ADR ADR 29258N107 114 5968 SHARES
ENDESA S A SPONSORED ADR ADR 29258N107 31 1600 SHARES
ENDESA S A SPONSORED ADR ADR 29258N107 31 1600 SHARES
ENTERRA ENERGY TRUST COMMON STOCK 29381P102 58 4000 SHARES
GLAXOSMITHKLINE PLC ADR ADR 37733W105 764 17480 SHARES
GLAXOSMITHKLINE PLC ADR ADR 37733W105 1328 30364 SHARES
GOLD FIELDS LIMITED ADR ADR 38059T106 17 1250 SHARES
ICICI BANK LIMITED SPONSORED ADR ADR 45104G104 3 200 SHARES
BANK OF IRELAND SPONSORED ADR ADR 46267Q103 271 5000 SHARES
MI DEVELOPMENTS INC COMMON STOCK 55304X104 15 600 SHARES
MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 729 16641 SHARES
MANULIFE FINANCIAL CORP COMMON STOCK 56501R106 54 1238 SHARES
NOVARTIS AG ADR ADR 66987V109 33 700 SHARES
NOVARTIS AG ADR ADR 66987V109 47 1000 SHARES
PETRO-CANADA COMMON STOCK 71644E102 42 800 SHARES
REPSOL YPF SA SPON ADR ADR 76026T205 88 4000 SHARES
REPSOL YPF SA SPON ADR ADR 76026T205 26 1200 SHARES
REPSOL YPF SA SPON ADR ADR 76026T205 66 3000 SHARES
REUTERS GROUP PLC SPONS ADR ADR 76132M102 25 719 SHARES
SANOFI-AVENTIS ADR ADR 80105N105 7 200 SHARES
SCOTTISH POWER PLC ADR ADR 81013T705 51 1656 SHARES
SCOTTISH POWER PLC ADR ADR 81013T705 17 540 SHARES
SHANDA INTERACTIVE ENTERTAINMENT-ADR ADR 81941Q203 35 1450 SHARES
SHANDA INTERACTIVE ENTERTAINMENT-ADR ADR 81941Q203 37 1550 SHARES
STORA ENSO OYJ SPONSORED ADR ADR 86210M106 20 1500 SHARES
TELECOM HOLDERS TRUST COMMON STOCK 87927P200 3 100 SHARES
TOTAL SA SPONSORED ADR COMMON STOCK 89151E109 21 205 SHARES
VODAFONE GROUP PLC SPONSORED ADR ADR 92857W100 1136 47134 SHARES
VODAFONE GROUP PLC SPONSORED ADR ADR 92857W100 844 35003 SHARES
VODAFONE GROUP PLC SPONSORED ADR ADR 92857W100 145 6000 SHARES
DAIMLER CHRYSLER AG COMMON STOCK D1668R123 67 1622 SHARES
DAIMLER CHRYSLER AG COMMON STOCK D1668R123 83 2002 SHARES
ACE LTD COMMON STOCK G0070K103 23 585 SHARES
ACCENTURE LTD-CL A COMMON STOCK G1150G111 4447 164386 SHARES
ACCENTURE LTD-CL A COMMON STOCK G1150G111 491 18149 SHARES
ACCENTURE LTD-CL A COMMON STOCK G1150G111 697 25770 SHARES
CHINA YUCHAI INTERNATIONAL LIMITED COMMON STOCK G21082105 3 250 SHARES
COOPER INDUSTRIES LTD CL A COMMON STOCK G24182100 1201 20358 SHARES
COOPER INDUSTRIES LTD CL A COMMON STOCK G24182100 189 3210 SHARES
AEGON N V ORD AMER REG SHS X 1 13862 0 0
AEGON N V ORD AMER REG SHS X 1 10396 0 0
AGNICO EAGLE MINES LTD X 1 250 0 0
ALCAN INC X 1 80 0 0
ALCAN INC X 1 1700 0 0
ALCATEL SA-SPON ADR X 1 244 0 0
ALLIED DOMECQ PLC-SPONS ADR X 1 300 0 0
ALLIED IRISH BKS PLC-SPON ADR X 1 1030860 50963 350438
ALLIED IRISH BKS PLC-SPON ADR X 1 353615 0 205619
AMERICA MOVIL - ADR SERIES L X 1 4320 0 0
AMERICA MOVIL - ADR SERIES L X 1 2300 0 1000
AMERICA MOVIL - ADR SERIES A X 1 2000 0 0
ANGLO AMERICAN PLC ADR X 1 225 0 0
ANGLO AMERICAN PLC ADR X 1 3331 0 0
ANGLOGOLD ASHANTI SPON ADR X 1 155 0 0
ARACRUZ CELULOSE S A SPONSORED ADR X 1 0 0 2500
ASTRAZENECA GROUP PLC SPONSORED ADR X 1 800 0 0
ASTRAZENECA GROUP PLC SPONSORED ADR X 1 485 0 0
AXA SPONSORED ADR X 1 236 0 0
BP PLC SPONSORED ADR X 1 277036 0 800
BP PLC SPONSORED ADR X 1 237804 0 71352
BP PLC SPONSORED ADR X 3 6676 0 2116
BALLARD PWR SYS INC X 1 1050 0 0
BARRICK GOLD CORP X 1 200 0 0
BARRICK GOLD CORP X 1 2000 0 0
BAYER AG SPONSORED ADR X 1 1000 0 0
BEMA GOLD CORP X 1 12500 0 0
BEMA GOLD CORP X 3 13800 0 0
BHP BILLITON LTD SPONSORED ADR X 1 0 0 1032
BIOTECH HOLDRS TRUST X 1 917 0 0
BIOTECH HOLDRS TRUST X 1 200 0 0
BIOMIRA INC X 1 2000 0 0
CELESTICA INC COM X 3 505 0 0
DIAGEO PLC SPONSORED ADR X 1 3345 0 0
DIAGEO PLC SPONSORED ADR X 1 50 0 0
DIAGEO PLC SPONSORED ADR X 3 500 0 0
ENDESA S A SPONSORED ADR X 1 5968 0 0
ENDESA S A SPONSORED ADR X 1 1600 0 0
ENDESA S A SPONSORED ADR X 3 1600 0 0
ENTERRA ENERGY TRUST X 1 4000 0 0
GLAXOSMITHKLINE PLC ADR X 1 17480 0 0
GLAXOSMITHKLINE PLC ADR X 1 23209 0 7155
GOLD FIELDS LIMITED ADR X 1 1250 0 0
ICICI BANK LIMITED SPONSORED ADR X 1 200 0 0
BANK OF IRELAND SPONSORED ADR X 1 5000 0 0
MI DEVELOPMENTS INC X 1 600 0 0
MANULIFE FINANCIAL CORP X 1 16641 0 0
MANULIFE FINANCIAL CORP X 1 1238 0 0
NOVARTIS AG ADR X 1 700 0 0
NOVARTIS AG ADR X 1 1000 0 0
PETRO-CANADA X 1 800 0 0
REPSOL YPF SA SPON ADR X 1 4000 0 0
REPSOL YPF SA SPON ADR X 1 1200 0 0
REPSOL YPF SA SPON ADR X 3 3000 0 0
REUTERS GROUP PLC SPONS ADR X 1 719 0 0
SANOFI-AVENTIS ADR X 1 200 0 0
SCOTTISH POWER PLC ADR X 1 1656 0 0
SCOTTISH POWER PLC ADR X 1 540 0 0
SHANDA INTERACTIVE ENTERTAINMENT-ADR X 1 1450 0 0
SHANDA INTERACTIVE ENTERTAINMENT-ADR X 3 1550 0 0
STORA ENSO OYJ SPONSORED ADR X 1 1500 0 0
TELECOM HOLDERS TRUST X 1 100 0 0
TOTAL SA SPONSORED ADR X 1 205 0 0
VODAFONE GROUP PLC SPONSORED ADR X 1 47134 0 0
VODAFONE GROUP PLC SPONSORED ADR X 1 32298 0 2705
VODAFONE GROUP PLC SPONSORED ADR X 3 6000 0 0
DAIMLER CHRYSLER AG X 1 1622 0 0
DAIMLER CHRYSLER AG X 1 581 0 1421
ACE LTD X 1 585 0 0
ACCENTURE LTD-CL A X 1 161674 0 2712
ACCENTURE LTD-CL A X 1 17649 0 500
ACCENTURE LTD-CL A X 3 25770 0 0
CHINA YUCHAI INTERNATIONAL LIMITED X 1 250 0 0
COOPER INDUSTRIES LTD CL A X 1 20358 0 0
COOPER INDUSTRIES LTD CL A X 1 3210 0 0
43 of 49
COOPER INDUSTRIES LTD CL A COMMON STOCK G24182100 154 2617 SHARES
EVEREST RE GROUP LTD COM COMMON STOCK G3223R108 260 3500 SHARES
GARMIN LIMITED ORD COMMON STOCK G37260109 5 116 SHARES
INGERSOLL-RAND COMPANY LTD-A COMMON STOCK G4776G101 206 3025 SHARES
INGERSOLL-RAND COMPANY LTD-A COMMON STOCK G4776G101 496 7300 SHARES
MARVEL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 1 30 SHARES
NABORS INDUSTRIES LTD COMMON STOCK G6359F103 6626 139931 SHARES
NABORS INDUSTRIES LTD COMMON STOCK G6359F103 519 10965 SHARES
NABORS INDUSTRIES LTD COMMON STOCK G6359F103 1627 34354 SHARES
PARTNERRE LTD COMMON STOCK G6852T105 88 1600 SHARES
PLATINUM UNDERWRITERS HOLDINGS LTD COMMON STOCK G7127P100 170 5800 SHARES
RENAISSANCERE HOLDINGS LTD COMMON STOCK G7496G103 214 4155 SHARES
TOMMY HILFIGER CORP COMMON STOCK G8915Z102 86 8700 SHARES
TSAKOS ENERGY NAVIAGATION LTD COMMON STOCK G9108L108 4 125 SHARES
WEATHERFORD INTL LTD BERMUDA COMMON STOCK G95089101 1691 33150 SHARES
WEATHERFORD INTL LTD BERMUDA COMMON STOCK G95089101 138 2700 SHARES
WEATHERFORD INTL LTD BERMUDA COMMON STOCK G95089101 812 15918 SHARES
WHITE MOUNTAINS INSURANCE GROUP LTD COMMON STOCK G9618E107 53 100 SHARES
ALCON INC COMMON STOCK H01301102 19 238 SHARES
UBS AG COMMON STOCK H8920M855 78 1113 SHARES
UBS AG COMMON STOCK H8920M855 46 648 SHARES
CHECK POINT SOFTWARE TECH COM COMMON STOCK M22465104 139 8200 SHARES
GIVEN IMAGING COMMON STOCK M52020100 104 2700 SHARES
RADVISION LTD COMMON STOCK M81869105 67 6947 SHARES
RADVISION LTD COMMON STOCK M81869105 78 8053 SHARES
ON TRACK INNOVATIONS LTD COMMON STOCK M8791A109 117 12500 SHARES
ON TRACK INNOVATIONS LTD COMMON STOCK M8791A109 136 14600 SHARES
CNH GLOBAL N. V. COMMON STOCK N20935206 2 100 SHARES
CORE LABORATORIES N V COMMON STOCK N22717107 71 2900 SHARES
CORE LABORATORIES N V COMMON STOCK N22717107 84 3400 SHARES
FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 240 18137 SHARES
FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 191 14438 SHARES
SUBTOTALS FOR FOREIGN COMMON
STOCK/ADR'S 165166 4741142
A. COMMON STOCK
RIGHTS AND WARRANTS
DIME BANCORP INC WARRANT 25429Q110 2 12000 SHARES
MAGNUM HUNTER RES INC WTS 3/21/05 55972F138 0 640 SHARES
SUBTOTALS FOR RIGHTS AND WARRANTS 2 12640
A. COMMON STOCK
REAL ESTATE INVESTMENT TRUSTS
CARRAMERICA RLTY REIT 144418100 150 4600 SHARES
DUKE REALTY CORPORATION REIT 264411505 189 5680 SHARES
DUKE REALTY CORPORATION REIT 264411505 123 3700 SHARES
EQUITY ONE INCORPORATED REIT 294752100 35 1809 SHARES
GENERAL GROWTH PPTYS INC REIT 370021107 267 8600 SHARES
GENERAL GROWTH PPTYS INC REIT 370021107 16 500 SHARES
HERSHA HOSPITALITY TRUST REIT 427825104 17 1800 SHARES
MACK CALI RLTY CORP REIT 554489104 9 200 SHARES
NOVASTAR FINANCIAL INCORPORATED REIT 669947400 144 3300 SHARES
OMEGA HEALTHCARE INVESTORS INC REIT 681936100 179 16600 SHARES
PLUM CREEK TIMBER CO INC REIT 729251108 134 3825 SHARES
PLUM CREEK TIMBER CO INC REIT 729251108 102 2900 SHARES
REDWOOD TRUST INCORPORATED REIT 758075402 78 1250 SHARES
REDWOOD TRUST INCORPORATED REIT 758075402 31 500 SHARES
REDWOOD TRUST INCORPORATED REIT 758075402 87 1400 SHARES
TOWN & COUNTRY TRUST COM REIT 892081100 13 500 SHARES
WINDROSE MEDICAL PROPERTIES TRUST REIT 973491103 13 1000 SHARES
AVALONBAY COMMUNITIES INC REIT 053484101 151 2514 SHARES
AVATAR HOLDINGS INCORPORATED REIT 053494100 297 7000 SHARES
CROSS TIMBERS ROYALTY TRUST REIT 22757R109 13 402 SHARES
COOPER INDUSTRIES LTD CL A X 3 382 0 2235
EVEREST RE GROUP LTD COM X 1 3500 0 0
GARMIN LIMITED ORD X 1 116 0 0
INGERSOLL-RAND COMPANY LTD-A X 1 2925 0 100
INGERSOLL-RAND COMPANY LTD-A X 1 7300 0 0
MARVEL TECHNOLOGY GROUP LTD X 1 30 0 0
NABORS INDUSTRIES LTD X 1 139131 0 800
NABORS INDUSTRIES LTD X 1 10640 0 325
NABORS INDUSTRIES LTD X 3 28959 0 5395
PARTNERRE LTD X 1 1500 0 100
PLATINUM UNDERWRITERS HOLDINGS LTD X 1 0 0 5800
RENAISSANCERE HOLDINGS LTD X 1 4155 0 0
TOMMY HILFIGER CORP X 1 800 0 7900
TSAKOS ENERGY NAVIAGATION LTD X 1 125 0 0
WEATHERFORD INTL LTD BERMUDA X 1 33150 0 0
WEATHERFORD INTL LTD BERMUDA X 1 2700 0 0
WEATHERFORD INTL LTD BERMUDA X 3 10243 0 5675
WHITE MOUNTAINS INSURANCE GROUP LTD X 1 100 0 0
ALCON INC X 1 238 0 0
UBS AG X 1 1113 0 0
UBS AG X 1 648 0 0
CHECK POINT SOFTWARE TECH COM X 1 8200 0 0
GIVEN IMAGING X 1 0 0 2700
RADVISION LTD X 1 6947 0 0
RADVISION LTD X 3 8053 0 0
ON TRACK INNOVATIONS LTD X 1 12500 0 0
ON TRACK INNOVATIONS LTD X 3 14600 0 0
CNH GLOBAL N. V. X 1 100 0 0
CORE LABORATORIES N V X 1 2900 0 0
CORE LABORATORIES N V X 3 3400 0 0
FLEXTRONICS INTL LTD X 1 18137 0 0
FLEXTRONICS INTL LTD X 1 14438 0 0
SUBTOTALS FOR FOREIGN COMMON
STOCK/ADR'S 3916979 50963 773200
A. COMMON STOCK
RIGHTS AND WARRANTS
DIME BANCORP INC WARRANT X 1 12000 0 0
MAGNUM HUNTER RES INC WTS 3/21/05 X 1 0 0 640
SUBTOTALS FOR RIGHTS AND WARRANTS 12000 0 640
A. COMMON STOCK
REAL ESTATE INVESTMENT TRUSTS
CARRAMERICA RLTY X 1 N.A. N.A. N.A.
DUKE REALTY CORPORATION X 1 N.A. N.A. N.A.
DUKE REALTY CORPORATION X 1 N.A. N.A. N.A.
EQUITY ONE INCORPORATED X 1 N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC X 1 N.A. N.A. N.A.
GENERAL GROWTH PPTYS INC X 1 N.A. N.A. N.A.
HERSHA HOSPITALITY TRUST X 1 N.A. N.A. N.A.
MACK CALI RLTY CORP X 1 N.A. N.A. N.A.
NOVASTAR FINANCIAL INCORPORATED X 1 N.A. N.A. N.A.
OMEGA HEALTHCARE INVESTORS INC X 1 N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC X 1 N.A. N.A. N.A.
PLUM CREEK TIMBER CO INC X 1 N.A. N.A. N.A.
REDWOOD TRUST INCORPORATED X 1 N.A. N.A. N.A.
REDWOOD TRUST INCORPORATED X 1 N.A. N.A. N.A.
REDWOOD TRUST INCORPORATED X 3 N.A. N.A. N.A.
TOWN & COUNTRY TRUST COM X 1 N.A. N.A. N.A.
WINDROSE MEDICAL PROPERTIES TRUST X 1 N.A. N.A. N.A.
AVALONBAY COMMUNITIES INC X 1 N.A. N.A. N.A.
AVATAR HOLDINGS INCORPORATED X 1 N.A. N.A. N.A.
CROSS TIMBERS ROYALTY TRUST X 1 N.A. N.A. N.A.
44 of 49
DOMINION RES BLACK WARRIOR REIT 25746Q108 67 2000 SHARES
PUBLIC STORAGE INC COM REIT 74460D109 10 200 SHARES
RECKSON ASSOCS RLTY CORP REIT 75621K106 19 650 SHARES
RECKSON ASSOCS RLTY CORP REIT 75621K106 77 2672 SHARES
SHURGARD STORAGE CENTERS INC CL A REIT 82567D104 12 300 SHARES
WCI INDUSTRIES REIT 92923C104 75 3200 SHARES
WCI INDUSTRIES REIT 92923C104 75 3200 SHARES
W P CAREY & CO LLC REIT 92930Y107 193 6463 SHARES
W P CAREY & CO LLC REIT 92930Y107 150 5019 SHARES
SUBTOTALS FOR REAL ESTATE INVESTMENT
TRUSTS 2726 91784
*SUMMARY PAGE FOR A. COMMON STOCK *
MINOR ASSET TYPE
43 DOMESTIC COMMON STOCKS 3424977 104680760
44 FOREIGN COMMON STOCK/ADR'S 165166 4741142
46 RIGHTS AND WARRANTS 2 12640
47 REAL ESTATE INVESTMENT TRUSTS 2726 91784
*SUBTOTALS* 3592871 109526326
B. PREFERRED STOCK
DOMESTIC PREFERRED STOCK
NEWS CORP LTD SPONS ADR PRF PREFERRED STOCK 652487802 546 17424 SHARES
SUBTOTALS FOR FOREIGN PREFERRED
STOCKS 546 17424
B. PREFERRED STOCK
FOREIGN PREFERRED STOCKS
NEWS CORP LTD SPONS ADR PRF PREFERRED STOCK 652487802 10 335 SHARES
NEWS CORP LTD SPONS ADR PRF PREFERRED STOCK 652487802 732 23354 SHARES
ROYAL BANK SCOTLAND PLC ADR PFD E PREFERRED STOCK 780097705 14 500 SHARES
ROYAL BK SCOTLAND 8.50% SER J PFD PREFERRED STOCK 780097853 26 1000 SHARES
SUBTOTALS FOR FOREIGN PREFERRED
STOCKS 782 25189
B. PREFERRED STOCK
CONVERTIBLE PREFERRED STOCKS
FORD MOTOR CAP TR II CONV PFD 6.50% PREFERRED STOCK 345395206 8 150 SHARES
TEXTRON INC $1.40 SER B CV PFD PREFERRED STOCK 883203309 40 200 SHARES
AES TRUST III 6.75% CV PREFERRED CONV PFD STOCK 00808N202 1362 30750 SHARES
ALLTEL CORP CONV PFD 7.75% 05/17/05 PREFERRED STOCK 020039822 52 1000 SHARES
ALLTELL CORP 7.75% CON'V CONV PFD STOCK 020039822 3587 69300 SHARES
BAXTER INTL CONV PFD 7.0% 02/06 PREFERRED STOCK 071813406 142 2650 SHARES
BAXTER INTL CONV PFD 7.0% 02/06 PREFERRED STOCK 071813406 161 3000 SHARES
BAXTER INTL INC. CONV PFD CONV PFD STOCK 071813406 2592 48229 SHARES
CAPITAL ONE 6.25% 5/17/05 CV PFD CONV PFD STOCK 14040H204 1932 36500 SHARES
CONSTELLATION BRANDS 5.75% 09/01/06 CONV PFD STOCK 21036P306 1032 31500 SHARES
GLENBOROUGH REALTY TR 7.75% CONV PFD PREFERRED STOCK 37803P204 35 1376 SHARES
KRAMONT RLTY TR 9.75% SER B-1 CV PFD PREFERRED STOCK 50075Q206 4 130 SHARES
DOMINION RES BLACK WARRIOR X 1 N.A. N.A. N.A.
PUBLIC STORAGE INC COM X 1 N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP X 1 N.A. N.A. N.A.
RECKSON ASSOCS RLTY CORP X 1 N.A. N.A. N.A.
SHURGARD STORAGE CENTERS INC CL A X 1 N.A. N.A. N.A.
WCI INDUSTRIES X 1 N.A. N.A. N.A.
WCI INDUSTRIES X 3 N.A. N.A. N.A.
W P CAREY & CO LLC X 1 N.A. N.A. N.A.
W P CAREY & CO LLC X 1 N.A. N.A. N.A.
SUBTOTALS FOR REAL ESTATE INVESTMENT
TRUSTS N.A. N.A. N.A.
*SUMMARY PAGE FOR A. COMMON STOCK *
MINOR ASSET TYPE
43 DOMESTIC COMMON STOCKS 100028258 0 4652502
44 FOREIGN COMMON STOCK/ADR'S 3916979 50963 773200
46 RIGHTS AND WARRANTS 12000 0 640
47 REAL ESTATE INVESTMENT TRUSTS N.A. N.A. N.A.
*SUBTOTALS* 103957237 50963 5426342
B. PREFERRED STOCK
DOMESTIC PREFERRED STOCK
NEWS CORP LTD SPONS ADR PRF 2 N.A. N.A. N.A.
SUBTOTALS FOR FOREIGN PREFERRED
STOCKS N.A. N.A. N.A.
B. PREFERRED STOCK
FOREIGN PREFERRED STOCKS
NEWS CORP LTD SPONS ADR PRF X 1 N.A. N.A. N.A.
NEWS CORP LTD SPONS ADR PRF X 1 N.A. N.A. N.A.
ROYAL BANK SCOTLAND PLC ADR PFD E X 1 N.A. N.A. N.A.
ROYAL BK SCOTLAND 8.50% SER J PFD X 1 N.A. N.A. N.A.
SUBTOTALS FOR FOREIGN PREFERRED
STOCKS N.A. N.A. N.A.
B. PREFERRED STOCK
CONVERTIBLE PREFERRED STOCKS
FORD MOTOR CAP TR II CONV PFD 6.50% X 1 N.A. N.A. N.A.
TEXTRON INC $1.40 SER B CV PFD X 1 N.A. N.A. N.A.
AES TRUST III 6.75% CV PREFERRED X 2 N.A. N.A. N.A.
ALLTEL CORP CONV PFD 7.75% 05/17/05 X 1 N.A. N.A. N.A.
ALLTELL CORP 7.75% CON'V X 2 N.A. N.A. N.A.
BAXTER INTL CONV PFD 7.0% 02/06 X 1 N.A. N.A. N.A.
BAXTER INTL CONV PFD 7.0% 02/06 X 1 N.A. N.A. N.A.
BAXTER INTL INC. CONV PFD X 2 N.A. N.A. N.A.
CAPITAL ONE 6.25% 5/17/05 CV PFD X 2 N.A. N.A. N.A.
CONSTELLATION BRANDS 5.75% 09/01/06 X 2 N.A. N.A. N.A.
GLENBOROUGH REALTY TR 7.75% CONV PFD X 1 N.A. N.A. N.A.
KRAMONT RLTY TR 9.75% SER B-1 CV PFD X 3 N.A. N.A. N.A.
45 of 49
SUBTOTALS FOR CONVERTIBLE PREFERRED
STOCKS 10947 224785
B. PREFERRED STOCK
GLOBAL EQUITY MUTUAL FUNDS
ISHARES MSCI EAFE INDEX FD MUTUAL FUND 464287465 629 4446 SHARES
ISHARES MSCI EAFE INDEX FD MUTUAL FUND 464287465 12 85 SHARES
TEMPLETON DRAGON FUND INC MUTUAL FUND 88018T101 65 4100 SHARES
SUBTOTALS FOR GLOBAL EQUITY MUTUAL
FUNDS 706 8631
B. PREFERRED STOCK
CLOSED END EQUITY MUTUAL FUNDS
BRAZIL FUND INCORPORATED MUTUAL FUND 105759104 2 66 SHARES
CALAMOS STRATEGIC TOT RET FD MUTUAL FUND 128125101 7 500 SHARES
GABELLI EQUITY TRUST MUTUAL FUND 362397101 22 2627 SHARES
JOHN HANCOCK BANK & THRIFT OPP FD MUTUAL FUND 409735107 8 800 SHARES
INDIA FUND MUTUAL FUND 454089103 24 1000 SHARES
ISHARES DJ SELECT DIVIDEND INDEX FD MUTUAL FUND 464287168 26 450 SHARES
ISHARES S&P 500 INDEX FD MUTUAL FUND 464287200 1456 13020 SHARES
ISHARES S&P 500/BARRA GRWTH INDEX FD MUTUAL FUND 464287309 189 3500 SHARES
ISHARES RUSSELL MID CAP GROWTH INDEX MUTUAL FUND 464287481 59 800 SHARES
ISHARES S&P MIDCAP 400 INDEX FD MUTUAL FUND 464287507 496 4175 SHARES
ISHARES COHEN & STEERS RLTY INDEX FD MUTUAL FUND 464287564 95 800 SHARES
ISHARES RUSSELL 1000 VALUE INDEX FD MUTUAL FUND 464287598 210 3466 SHARES
ISHARES S&P MIDCAP 400 BARRA GRWTH I MUTUAL FUND 464287606 289 2405 SHARES
ISHARES RUSSELL 1000 GROWTH INDEX FD MUTUAL FUND 464287614 170 3766 SHARES
ISHARES RUSSELL 2000 GRWTH FD MUTUAL FUND 464287648 47 800 SHARES
ISHARES RUSSELL 2000 GRWTH FD MUTUAL FUND 464287648 47 800 SHARES
ISHARES RUSSELL 2000 INDEX FD MUTUAL FUND 464287655 2372 20836 SHARES
ISHARES RUSSELL 2000 INDEX FD MUTUAL FUND 464287655 6 50 SHARES
ISHARES S&P MIDCAP 400/BARRA VAL IND MUTUAL FUND 464287705 196 1700 SHARES
ISHARES S&P SMALLCAP 600 INDEX FD MUTUAL FUND 464287804 573 3970 SHARES
ISHARES S&P EUROPE 350 INDEX FD MUTUAL FUND 464287861 173 2600 SHARES
ISHARES S&P SMALLCAP 600 BARRA VAL I MUTUAL FUND 464287879 153 1400 SHARES
ISHARES S&P SMALLCAP 600 BARRA GRWTH MUTUAL FUND 464287887 293 3100 SHARES
NAIC GROWTH FUND MUTUAL FUND 628921108 1 167 SHARES
SALOMON BROTHERS FUND MUTUAL FUND 795477108 13 1100 SHARES
SOURCE CAPITAL INC MUTUAL FUND 836144105 13 200 SHARES
TEMPLETON EMERGING MKTS FD MUTUAL FUND 880191101 12 858 SHARES
TEMPLETON EMERGING MKTS INC FD-DE MUTUAL FUND 880192109 61 4700 SHARES
TRI-CONTINENTAL CORP MUTUAL FUND 895436103 21 1267 SHARES
VANGUARD TOTAL STOCK MARKET VIPERS MUTUAL FUND 922908769 43 400 SHARES
ZWEIG FUND MUTUAL FUND 989834106 11 2000 SHARES
BLACKROCK DIVIDEND ACHIEVERS TRUST MUTUAL FUND 09250N107 101 6750 SHARES
COHEN & STEERS QUALITY INC RLTY FD MUTUAL FUND 19247L106 18 1028 SHARES
COHEN & STEERS ADVANTAGE INC RLTY FD MUTUAL FUND 19247W102 19 1000 SHARES
COHEN & STEERS SELECT UTILITY FD MUTUAL FUND 19248A109 18 1009 SHARES
DNP SELECT INCOME FUND INC MUTUAL FUND 23325P104 11 1000 SHARES
DNP SELECT INCOME FUND INC MUTUAL FUND 23325P104 202 17945 SHARES
EATON VANCE TAX-ADVANTAGED DVD INC MUTUAL FUND 27828G107 25 1250 SHARES
GABELLI UTILITY TRUST MUTUAL FUND 36240A101 3 347 SHARES
GABELLI UTILITY TRUST MUTUAL FUND 36240A101 3 310 SHARES
HANCOCK JOHN PATRIOT PFD DIVID FD MUTUAL FUND 41013J107 31 2300 SHARES
PUTNAM MASTER INCOME TR MUTUAL FUND 74683K104 77 12000 SHARES
SUBTOTALS FOR CLOSED END EQUITY
MUTUAL FUNDS 7596 128262
SUBTOTALS FOR CONVERTIBLE PREFERRED
STOCKS N.A. N.A. N.A.
B. PREFERRED STOCK
GLOBAL EQUITY MUTUAL FUNDS
ISHARES MSCI EAFE INDEX FD X 1 N.A. N.A. N.A.
ISHARES MSCI EAFE INDEX FD X 1 N.A. N.A. N.A.
TEMPLETON DRAGON FUND INC X 1 N.A. N.A. N.A.
SUBTOTALS FOR GLOBAL EQUITY MUTUAL
FUNDS N.A. N.A. N.A.
B. PREFERRED STOCK
CLOSED END EQUITY MUTUAL FUNDS
BRAZIL FUND INCORPORATED X 1 N.A. N.A. N.A.
CALAMOS STRATEGIC TOT RET FD X 1 N.A. N.A. N.A.
GABELLI EQUITY TRUST X 1 N.A. N.A. N.A.
JOHN HANCOCK BANK & THRIFT OPP FD X 1 N.A. N.A. N.A.
INDIA FUND X 1 N.A. N.A. N.A.
ISHARES DJ SELECT DIVIDEND INDEX FD X 1 N.A. N.A. N.A.
ISHARES S&P 500 INDEX FD X 1 N.A. N.A. N.A.
ISHARES S&P 500/BARRA GRWTH INDEX FD X 1 N.A. N.A. N.A.
ISHARES RUSSELL MID CAP GROWTH INDEX X 1 N.A. N.A. N.A.
ISHARES S&P MIDCAP 400 INDEX FD X 1 N.A. N.A. N.A.
ISHARES COHEN & STEERS RLTY INDEX FD X 1 N.A. N.A. N.A.
ISHARES RUSSELL 1000 VALUE INDEX FD X 1 N.A. N.A. N.A.
ISHARES S&P MIDCAP 400 BARRA GRWTH I X 1 N.A. N.A. N.A.
ISHARES RUSSELL 1000 GROWTH INDEX FD X 1 N.A. N.A. N.A.
ISHARES RUSSELL 2000 GRWTH FD X 1 N.A. N.A. N.A.
ISHARES RUSSELL 2000 GRWTH FD X 1 N.A. N.A. N.A.
ISHARES RUSSELL 2000 INDEX FD X 1 N.A. N.A. N.A.
ISHARES RUSSELL 2000 INDEX FD X 1 N.A. N.A. N.A.
ISHARES S&P MIDCAP 400/BARRA VAL IND X 1 N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 INDEX FD X 1 N.A. N.A. N.A.
ISHARES S&P EUROPE 350 INDEX FD X 1 N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 BARRA VAL I X 1 N.A. N.A. N.A.
ISHARES S&P SMALLCAP 600 BARRA GRWTH X 1 N.A. N.A. N.A.
NAIC GROWTH FUND X 1 N.A. N.A. N.A.
SALOMON BROTHERS FUND X 1 N.A. N.A. N.A.
SOURCE CAPITAL INC X 1 N.A. N.A. N.A.
TEMPLETON EMERGING MKTS FD X 1 N.A. N.A. N.A.
TEMPLETON EMERGING MKTS INC FD-DE X 1 N.A. N.A. N.A.
TRI-CONTINENTAL CORP X 1 N.A. N.A. N.A.
VANGUARD TOTAL STOCK MARKET VIPERS X 1 N.A. N.A. N.A.
ZWEIG FUND X 1 N.A. N.A. N.A.
BLACKROCK DIVIDEND ACHIEVERS TRUST X 1 N.A. N.A. N.A.
COHEN & STEERS QUALITY INC RLTY FD X 1 N.A. N.A. N.A.
COHEN & STEERS ADVANTAGE INC RLTY FD X 1 N.A. N.A. N.A.
COHEN & STEERS SELECT UTILITY FD X 1 N.A. N.A. N.A.
DNP SELECT INCOME FUND INC X 1 N.A. N.A. N.A.
DNP SELECT INCOME FUND INC X 1 N.A. N.A. N.A.
EATON VANCE TAX-ADVANTAGED DVD INC X 1 N.A. N.A. N.A.
GABELLI UTILITY TRUST X 1 N.A. N.A. N.A.
GABELLI UTILITY TRUST X 1 N.A. N.A. N.A.
HANCOCK JOHN PATRIOT PFD DIVID FD X 1 N.A. N.A. N.A.
PUTNAM MASTER INCOME TR X 1 N.A. N.A. N.A.
SUBTOTALS FOR CLOSED END EQUITY
MUTUAL FUNDS N.A. N.A. N.A.
B. PREFERRED STOCK
CLOSED-END NON-TAXABLE INCOME
46 of 49
MUNIHOLDINGS NY INSURED FD MUTUAL FUND 625931100 125 8850 SHARES
MUNIENHANCED FUND INC MUTUAL FUND 626243109 21 1918 SHARES
MUNIENHANCED FUND INC MUTUAL FUND 626243109 22 2032 SHARES
MUNIYIELD FUND INC MUTUAL FUND 626299101 14 1000 SHARES
MUNIYIELD FUND INC MUTUAL FUND 626299101 15 1124 SHARES
MUNIYIELD NEW YORK INSURED FD MUTUAL FUND 626301105 21 1601 SHARES
NUVEEN MUNICIPAL VALUE FUND MUTUAL FUND 670928100 32 3476 SHARES
NUVEEN MUNICIPAL VALUE FUND MUTUAL FUND 670928100 114 12403 SHARES
NUVEEN PA INVT QUALITY MUN FD MUTUAL FUND 670972108 127 8614 SHARES
NUVEEN PA INVT QUALITY MUN FD MUTUAL FUND 670972108 283 19094 SHARES
NUVEEN SELECT QUALITY MUN FD MUTUAL FUND 670973106 12 770 SHARES
NUVEEN PREMIER MUNICIPAL INCOME FD MUTUAL FUND 670988104 11 755 SHARES
PUTNAM MANAGED MUNICIPAL INCOME TR MUTUAL FUND 746823103 89 12187 SHARES
SALOMON BROS MUNI PTR FD MUTUAL FUND 794916106 18 1350 SHARES
SCUDDER STRATEGIC MUNI INCOME TRUST MUTUAL FUND 811234103 19 1500 SHARES
VAN KAMPEN MUNICIPAL INCOME TRUST MUTUAL FUND 920909108 95 10000 SHARES
VAN KAMPEN ADVANTAGE PA MUNI INCOME MUTUAL FUND 920937109 26 1650 SHARES
VAN KAMPEN ADVANTAGE PA MUNI INCOME MUTUAL FUND 920937109 135 8600 SHARES
APEX MUNICIPAL FUND MUTUAL FUND 037580107 9 1000 SHARES
APEX MUNICIPAL FUND MUTUAL FUND 037580107 18 2027 SHARES
BLACKROCK INSD MUNI 2008 TERM TR MUTUAL FUND 09247K109 8 500 SHARES
BLACKROCK NY INS MUNI 2008 TERM TR MUTUAL FUND 09247L107 8 500 SHARES
EATON VANCE PA MUNI INC TR MUTUAL FUND 27826T101 106 6800 SHARES
EATON VANCE INSURED FL MUNI BD FD I MUTUAL FUND 27828E102 17 1133 SHARES
MORGAN STANLEY MUNI INC OPP TR II MUTUAL FUND 61745P445 16 2000 SHARES
MUNIYIELD CALIF INSD FUND INC MUTUAL FUND 62629L104 41 3050 SHARES
MUNIYIELD INSURED FUND MUTUAL FUND 62630E107 6 390 SHARES
MUNIYIELD PENNSYLVANIA INSURED FD MUTUAL FUND 62630V109 37 2467 SHARES
MUNIYIELD PENNSYLVANIA INSURED FD MUTUAL FUND 62630V109 24 1574 SHARES
NUVEEN PA PREM INCOME MUN FD 2 MUTUAL FUND 67061F101 80 5316 SHARES
NUVEEN PA PREM INCOME MUN FD 2 MUTUAL FUND 67061F101 51 3392 SHARES
NUVEEN MUNICIPAL ADVANTAGE FD MUTUAL FUND 67062H106 10 650 SHARES
NUVEEN MUNICIPAL ADVANTAGE FD MUTUAL FUND 67062H106 164 10643 SHARES
NUVEEN INSD QUALITY MUN FD MUTUAL FUND 67062N103 53 3424 SHARES
NUVEEN INSD QUALITY MUN FD MUTUAL FUND 67062N103 19 1200 SHARES
NUVEEN PERFORMANCE PLUS MUNI FD MUTUAL FUND 67062P108 52 3550 SHARES
NUVEEN PREM INC MUNI FD MUTUAL FUND 67062T100 10 700 SHARES
NUVEEN PREM INC MUNI FD MUTUAL FUND 67062T100 11 775 SHARES
NUVEEN MUNI MARKET OPPORTUNITY FD MUTUAL FUND 67062W103 36 2500 SHARES
NUVEEN MUNI MARKET OPPORTUNITY FD MUTUAL FUND 67062W103 216 15000 SHARES
NUVEEN PREMIUM INCOME MUNICIPAL FD 2 MUTUAL FUND 67063W102 1 100 SHARES
NUVEEN PREMIUM INCOME MUNICIPAL FD 2 MUTUAL FUND 67063W102 11 765 SHARES
NUVEEN PREM INC MUN FD 4 MUTUAL FUND 6706K4105 37 2965 SHARES
NUVEEN INVT QUALITY MUNI FD MUTUAL FUND 67090E106 24 1600 SHARES
NUVEEN INVT QUALITY MUNI FD MUTUAL FUND 67090E106 5 333 SHARES
PIMCO MUNICIPAL INCOME FUND III MUTUAL FUND 72201A103 19 1335 SHARES
SCUDDER MUNICIPAL INCOME TR COM MUTUAL FUND 81118R604 48 3900 SHARES
VAN KAMPEN PENN VALUE MUNI INCOME TR MUTUAL FUND 92112T108 91 5858 SHARES
SUBTOTALS FOR CLOSED-END NON-TAXABLE
INCOME 2407 182371
B. PREFERRED STOCK
CLOSED-END FIXED INCOME
CIM HIGH YIELD SECS SH BEN INT (CE) MUTUAL FUND 125527101 1 136 SHARES
FLAHERTY & CRUMRINE/CLAYMORE PFD SEC MUTUAL FUND 338478100 26 1010 SHARES
FRANKLIN UNIVERSAL TRUST MUTUAL FUND 355145103 24 4200 SHARES
GERMANY FUND MUTUAL FUND 374143105 3 503 SHARES
JOHN HANCOCK INVESTORS TRUST MUTUAL FUND 410142103 6 300 SHARES
MFS CHARTER INCOME TRUST MUTUAL FUND 552727109 1 166 SHARES
NEW AMERICAN HIGH INCOME FD INC CE MUTUAL FUND 641876107 7 3500 SHARES
PACIFIC AMERICAN INCOME SHS INC CE MUTUAL FUND 693796104 23 1500 SHARES
PUTNAM MANAGED HIGH YIELD TRUST MUTUAL FUND 746819101 22 2650 SHARES
PUTNAM PREMIER INCOME TRUST MUTUAL FUND 746853100 2 300 SHARES
TEMPLETON GLOBAL INCOME FUND-DE MUTUAL FUND 880198106 35 4043 SHARES
TEMPLETON GLOBAL INCOME FUND-DE MUTUAL FUND 880198106 327 37500 SHARES
ACM INCOME FUND MUTUAL FUND 000912105 7 892 SHARES
ABERDEEN ASIA PACIFIC INC FD MUTUAL FUND 003009107 18 3000 SHARES
ALLIANCE WORLD DLR GOVT FUND (CE) MUTUAL FUND 018796102 30 2500 SHARES
AMERICAN STRATEGIC INCOME PORT II MUTUAL FUND 030099105 58 4400 SHARES
MUNIHOLDINGS NY INSURED FD X 1 N.A. N.A. N.A.
MUNIENHANCED FUND INC X 1 N.A. N.A. N.A.
MUNIENHANCED FUND INC X 1 N.A. N.A. N.A.
MUNIYIELD FUND INC X 1 N.A. N.A. N.A.
MUNIYIELD FUND INC X 1 N.A. N.A. N.A.
MUNIYIELD NEW YORK INSURED FD X 1 N.A. N.A. N.A.
NUVEEN MUNICIPAL VALUE FUND X 1 N.A. N.A. N.A.
NUVEEN MUNICIPAL VALUE FUND X 1 N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD X 1 N.A. N.A. N.A.
NUVEEN PA INVT QUALITY MUN FD X 1 N.A. N.A. N.A.
NUVEEN SELECT QUALITY MUN FD X 1 N.A. N.A. N.A.
NUVEEN PREMIER MUNICIPAL INCOME FD X 1 N.A. N.A. N.A.
PUTNAM MANAGED MUNICIPAL INCOME TR X 1 N.A. N.A. N.A.
SALOMON BROS MUNI PTR FD X 1 N.A. N.A. N.A.
SCUDDER STRATEGIC MUNI INCOME TRUST X 1 N.A. N.A. N.A.
VAN KAMPEN MUNICIPAL INCOME TRUST X 1 N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE PA MUNI INCOME X 1 N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE PA MUNI INCOME X 1 N.A. N.A. N.A.
APEX MUNICIPAL FUND X 1 N.A. N.A. N.A.
APEX MUNICIPAL FUND X 1 N.A. N.A. N.A.
BLACKROCK INSD MUNI 2008 TERM TR X 1 N.A. N.A. N.A.
BLACKROCK NY INS MUNI 2008 TERM TR X 1 N.A. N.A. N.A.
EATON VANCE PA MUNI INC TR X 1 N.A. N.A. N.A.
EATON VANCE INSURED FL MUNI BD FD I X 1 N.A. N.A. N.A.
MORGAN STANLEY MUNI INC OPP TR II X 1 N.A. N.A. N.A.
MUNIYIELD CALIF INSD FUND INC X 1 N.A. N.A. N.A.
MUNIYIELD INSURED FUND X 1 N.A. N.A. N.A.
MUNIYIELD PENNSYLVANIA INSURED FD X 1 N.A. N.A. N.A.
MUNIYIELD PENNSYLVANIA INSURED FD X 1 N.A. N.A. N.A.
NUVEEN PA PREM INCOME MUN FD 2 X 1 N.A. N.A. N.A.
NUVEEN PA PREM INCOME MUN FD 2 X 1 N.A. N.A. N.A.
NUVEEN MUNICIPAL ADVANTAGE FD X 1 N.A. N.A. N.A.
NUVEEN MUNICIPAL ADVANTAGE FD X 1 N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD X 1 N.A. N.A. N.A.
NUVEEN INSD QUALITY MUN FD X 1 N.A. N.A. N.A.
NUVEEN PERFORMANCE PLUS MUNI FD X 1 N.A. N.A. N.A.
NUVEEN PREM INC MUNI FD X 1 N.A. N.A. N.A.
NUVEEN PREM INC MUNI FD X 1 N.A. N.A. N.A.
NUVEEN MUNI MARKET OPPORTUNITY FD X 1 N.A. N.A. N.A.
NUVEEN MUNI MARKET OPPORTUNITY FD X 1 N.A. N.A. N.A.
NUVEEN PREMIUM INCOME MUNICIPAL FD 2 X 1 N.A. N.A. N.A.
NUVEEN PREMIUM INCOME MUNICIPAL FD 2 X 1 N.A. N.A. N.A.
NUVEEN PREM INC MUN FD 4 X 1 N.A. N.A. N.A.
NUVEEN INVT QUALITY MUNI FD X 1 N.A. N.A. N.A.
NUVEEN INVT QUALITY MUNI FD X 1 N.A. N.A. N.A.
PIMCO MUNICIPAL INCOME FUND III X 1 N.A. N.A. N.A.
SCUDDER MUNICIPAL INCOME TR COM X 1 N.A. N.A. N.A.
VAN KAMPEN PENN VALUE MUNI INCOME TR X 1 N.A. N.A. N.A.
SUBTOTALS FOR CLOSED-END NON-TAXABLE
INCOME N.A. N.A. N.A.
B. PREFERRED STOCK
CLOSED-END FIXED INCOME
CIM HIGH YIELD SECS SH BEN INT (CE) X 1 N.A. N.A. N.A.
FLAHERTY & CRUMRINE/CLAYMORE PFD SEC X 1 N.A. N.A. N.A.
FRANKLIN UNIVERSAL TRUST X 1 N.A. N.A. N.A.
GERMANY FUND X 1 N.A. N.A. N.A.
JOHN HANCOCK INVESTORS TRUST X 1 N.A. N.A. N.A.
MFS CHARTER INCOME TRUST X 1 N.A. N.A. N.A.
NEW AMERICAN HIGH INCOME FD INC CE X 1 N.A. N.A. N.A.
PACIFIC AMERICAN INCOME SHS INC CE X 1 N.A. N.A. N.A.
PUTNAM MANAGED HIGH YIELD TRUST X 1 N.A. N.A. N.A.
PUTNAM PREMIER INCOME TRUST X 1 N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FUND-DE X 1 N.A. N.A. N.A.
TEMPLETON GLOBAL INCOME FUND-DE X 1 N.A. N.A. N.A.
ACM INCOME FUND X 1 N.A. N.A. N.A.
ABERDEEN ASIA PACIFIC INC FD X 1 N.A. N.A. N.A.
ALLIANCE WORLD DLR GOVT FUND (CE) X 1 N.A. N.A. N.A.
AMERICAN STRATEGIC INCOME PORT II X 1 N.A. N.A. N.A.
47 of 49
AMERICAN STRATEGIC INCOME III FD MUTUAL FUND 03009T101 54 4300 SHARES
BANCROFT CONVERTIBLE FUND INC MUTUAL FUND 059695106 0 25 SHARES
CIGNA HIGH INCOME SHARE (CE) MUTUAL FUND 12551D109 1 241 SHARES
CITICORP INVESTMENTS CORP LN FD MUTUAL FUND 17307C107 38 2583 SHARES
DREYFUS HIGH YIELD STRATEGIES FD MUTUAL FUND 26200S101 10 2000 SHARES
DUFF & PHELPS UTIL & CORP BOND FD MUTUAL FUND 26432K108 22 1500 SHARES
JOHN HANCOCK PFD INC FD II MUTUAL FUND 41013X106 26 1050 SHARES
HIGH INCOME OPPORTUNITY FD INC MUTUAL FUND 42967Q105 20 2881 SHARES
MFS INTERMEDIATE INCOME TRUST MUTUAL FUND 55273C107 66 10000 SHARES
MFS SPECIAL VALUE TRUST MUTUAL FUND 55274E102 24 2125 SHARES
MORGAN STANLEY HIGH YLD FD INC MUTUAL FUND 61744M104 20 3050 SHARES
NUVEEN QUALITY PFD INCOME FD 2 MUTUAL FUND 67072C105 61 4085 SHARES
NUVEEN QUALITY PFD INCOME FD 2 MUTUAL FUND 67072C105 206 13715 SHARES
NUVEEN PFD & CVRT INCOME FUND MUTUAL FUND 67073B106 22 1500 SHARES
NUVEEN PFD & CONV INCOME FD II MUTUAL FUND 67073D102 26 1860 SHARES
PIMCO CORPORATE INCOME FUND MUTUAL FUND 72200U100 11 740 SHARES
PIMCO RCM STRAT GLOBAL GOVT MUTUAL FUND 72200X104 18 1500 SHARES
SUBTOTALS FOR CLOSED-END FIXED INCOME 1215 119755
*SUMMARY PAGE FOR B. PREFERRED STOCK*
MINOR ASSET TYPE
49 DOMESTIC PREFERRED STOCK 546 17424
50 FOREIGN PREFERRED STOCKS 782 25189
51 CONVERTIBLE PREFERRED STOCKS 10947 224785
60 GLOBAL EQUITY MUTUAL FUNDS 706 8631
63 CLOSED END EQUITY MUTUAL FUND 7596 128262
65 CLOSED-END NON-TAXABLE INCOME 2407 182371
68 CLOSED-END FIXED INCOME 1215 119755
24199 706417
C. OTHER
CONVERTIBLE CORPORATE BONDS
BISYS GROUP INC CONV 4.000% 3/15/06 * BOND 055472AB0 20 20000 PRINCIPAL
LEHMAN BROTHERS CONV 1.000% 9/16/10 * BOND 52517PWR8 18 20000 PRINCIPAL
MERRILL LYNCH CONV 1.00% 5/28/09 * BOND 59021JAA7 23 25000 PRINCIPAL
NEXTEL COMMUNICA CSN 5.250% 1/15/10 * BOND 65332VAY9 30 30000 PRINCIPAL
SUBTOTALS FOR CONVERTIBLE CORPORATE
BONDS 91 95000
C. OTHER
NON-TAXABLE FIXED INCOME FUNDS
DREYFUS STRATEGIC MUNS INC (CE) * MUTUAL FUND 261932107 19 2109 PRINCIPAL
MUNIHOLDINGS NEW JERSEY INSD FD INC * MUTUAL FUND 625936109 45 3050 PRINCIPAL
MUNICIPAL HIGH INCOME FD INC * MUTUAL FUND 626214100 15 2050 PRINCIPAL
MUNICIPAL HIGH INCOME FD INC * MUTUAL FUND 626214100 80 10930 PRINCIPAL
NUVEEN QUALITY INCOME MUNI FD * MUTUAL FUND 670977107 19 1280 PRINCIPAL
NUVEEN PREMIER INSD MUNI FD * MUTUAL FUND 670987106 6 410 PRINCIPAL
VAN KAMPEN PA QUALITY MUNI TR (CE) * MUTUAL FUND 920924107 38 2400 PRINCIPAL
VAN KAMPEN PA QUALITY MUNI TR (CE) * MUTUAL FUND 920924107 104 6650 PRINCIPAL
VAN KAMPEN TRUST INSURED MUNICIPAL * MUTUAL FUND 920928108 8 505 PRINCIPAL
VAN KAMPEN TRUST INVT GRADE PA MUNI * MUTUAL FUND 920934106 54 3425 PRINCIPAL
VAN KAMPEN ADVANTAGE MUNI INCOME TR * MUTUAL FUND 921124103 114 7500 PRINCIPAL
BLACKROCK INVT QUALITY MUN TR (CE) * MUTUAL FUND 09247D105 13 870 PRINCIPAL
BLACKROCK MUN TARGET TRM TR * MUTUAL FUND 09247M105 21 2000 PRINCIPAL
DREYFUS MUNICIPAL INCOME FUND * MUTUAL FUND 26201R102 74 7200 PRINCIPAL
DREYFUS STRATEGIC MUN BD FD (CE) * MUTUAL FUND 26202F107 238 27602 PRINCIPAL
DREYFUS STRATEGIC MUN BD FD (CE) * MUTUAL FUND 26202F107 154 17864 PRINCIPAL
AMERICAN STRATEGIC INCOME III FD X 1 N.A. N.A. N.A.
BANCROFT CONVERTIBLE FUND INC X 1 N.A. N.A. N.A.
CIGNA HIGH INCOME SHARE (CE) X 1 N.A. N.A. N.A.
CITICORP INVESTMENTS CORP LN FD X 1 N.A. N.A. N.A.
DREYFUS HIGH YIELD STRATEGIES FD X 1 N.A. N.A. N.A.
DUFF & PHELPS UTIL & CORP BOND FD X 1 N.A. N.A. N.A.
JOHN HANCOCK PFD INC FD II X 1 N.A. N.A. N.A.
HIGH INCOME OPPORTUNITY FD INC X 1 N.A. N.A. N.A.
MFS INTERMEDIATE INCOME TRUST X 1 N.A. N.A. N.A.
MFS SPECIAL VALUE TRUST X 1 N.A. N.A. N.A.
MORGAN STANLEY HIGH YLD FD INC X 1 N.A. N.A. N.A.
NUVEEN QUALITY PFD INCOME FD 2 X 1 N.A. N.A. N.A.
NUVEEN QUALITY PFD INCOME FD 2 X 1 N.A. N.A. N.A.
NUVEEN PFD & CVRT INCOME FUND X 1 N.A. N.A. N.A.
NUVEEN PFD & CONV INCOME FD II X 1 N.A. N.A. N.A.
PIMCO CORPORATE INCOME FUND X 1 N.A. N.A. N.A.
PIMCO RCM STRAT GLOBAL GOVT X 1 N.A. N.A. N.A.
SUBTOTALS FOR CLOSED-END FIXED INCOME N.A. N.A. N.A.
*SUMMARY PAGE FOR B. PREFERRED STOCK*
MINOR ASSET TYPE
49 DOMESTIC PREFERRED STOCK N.A. N.A. N.A.
50 FOREIGN PREFERRED STOCKS N.A. N.A. N.A.
51 CONVERTIBLE PREFERRED STOCKS N.A. N.A. N.A.
60 GLOBAL EQUITY MUTUAL FUNDS N.A. N.A. N.A.
63 CLOSED END EQUITY MUTUAL FUND N.A. N.A. N.A.
65 CLOSED-END NON-TAXABLE INCOME N.A. N.A. N.A.
68 CLOSED-END FIXED INCOME N.A. N.A. N.A.
N.A. N.A. N.A.
C. OTHER
CONVERTIBLE CORPORATE BONDS
BISYS GROUP INC CONV 4.000% 3/15/06 * X 1 N.A. N.A. N.A.
LEHMAN BROTHERS CONV 1.000% 9/16/10 * X 1 N.A. N.A. N.A.
MERRILL LYNCH CONV 1.00% 5/28/09 * X 1 N.A. N.A. N.A.
NEXTEL COMMUNICA CSN 5.250% 1/15/10 * X 1 N.A. N.A. N.A.
SUBTOTALS FOR CONVERTIBLE CORPORATE
BONDS N.A. N.A. N.A.
C. OTHER
NON-TAXABLE FIXED INCOME FUNDS
DREYFUS STRATEGIC MUNS INC (CE) * X 1 N.A. N.A. N.A.
MUNIHOLDINGS NEW JERSEY INSD FD INC * X 1 N.A. N.A. N.A.
MUNICIPAL HIGH INCOME FD INC * X 1 N.A. N.A. N.A.
MUNICIPAL HIGH INCOME FD INC * X 1 N.A. N.A. N.A.
NUVEEN QUALITY INCOME MUNI FD * X 1 N.A. N.A. N.A.
NUVEEN PREMIER INSD MUNI FD * X 1 N.A. N.A. N.A.
VAN KAMPEN PA QUALITY MUNI TR (CE) * X 1 N.A. N.A. N.A.
VAN KAMPEN PA QUALITY MUNI TR (CE) * X 1 N.A. N.A. N.A.
VAN KAMPEN TRUST INSURED MUNICIPAL * X 1 N.A. N.A. N.A.
VAN KAMPEN TRUST INVT GRADE PA MUNI * X 1 N.A. N.A. N.A.
VAN KAMPEN ADVANTAGE MUNI INCOME TR * X 1 N.A. N.A. N.A.
BLACKROCK INVT QUALITY MUN TR (CE) * X 1 N.A. N.A. N.A.
BLACKROCK MUN TARGET TRM TR * X 1 N.A. N.A. N.A.
DREYFUS MUNICIPAL INCOME FUND * X 1 N.A. N.A. N.A.
DREYFUS STRATEGIC MUN BD FD (CE) * X 1 N.A. N.A. N.A.
DREYFUS STRATEGIC MUN BD FD (CE) * X 1 N.A. N.A. N.A.
48 of 49
EATON VANCE MUNICIPAL INCOME TRUST * MUTUAL FUND 27826U108 82 5000 PRINCIPAL
MORGAN STANLEY QUALITY MUNICIPAL
SEC * MUTUAL FUND 61745P585 21 1460 PRINCIPAL
MORGAN STANLEY QUALITY MUNI INVST * MUTUAL FUND 61745P668 24 1708 PRINCIPAL
MORGAN STAN DEAN QUALITY MUN INC TR * MUTUAL FUND 61745P734 19 1413 PRINCIPAL
MORGAN STANLEY INSD MUNI INCOME TR * MUTUAL FUND 61745P791 61 4334 PRINCIPAL
MUNIYIELD QUALITY FUND II * MUTUAL FUND 62630T104 86 6850 PRINCIPAL
NUVEEN DIVIDEND ADVANTAGE MUNI FUND * MUTUAL FUND 67066V101 18 1167 PRINCIPAL
NUVEEN DIVID ADVANTAGE MUN FD 2 * MUTUAL FUND 67070F100 5 333 PRINCIPAL
NUVEEN DIVID ADVANTAGE MUN FD 2 * MUTUAL FUND 67070F100 34 2251 PRINCIPAL
SUBTOTALS FOR NON-TAXABLE FIXED
INCOME FUNDS 1352 120361
C. OTHER
MUNICIPAL UITS
MFS MUN INCOME TR SH BEN INT UIT 552738106 13 1700 PRINCIPAL
SUBTOTALS FOR MUNICIPAL UITS 13 1700
C. OTHER
PARTNERSHIPS
FERRELLGAS PARTNERS LP * PARTNERSHIP 315293100 22 1000 PRINCIPAL
FERRELLGAS PARTNERS LP * PARTNERSHIP 315293100 175 8000 PRINCIPAL
PHOSPHATE RESOURCES LTD PARTNERS * PARTNERSHIP 719217101 7 2000 PRINCIPAL
PHOSPHATE RESOURCES LTD PARTNERS * PARTNERSHIP 719217101 7 2000 PRINCIPAL
ML MACADAMIA ORCHARDS L P * PARTNERSHIP 55307U107 0 100 PRINCIPAL
SUBTOTALS FOR PARTNERSHIPS 211 13100
MINOR ASSET TYPE
70 MUNICIPAL UITS 13 1700
32 CONVERTIBLE CORPORATE BONDS 91 95000
88 PARTNERSHIPS 211 13100
67 NON-TAXABLE FIXED INCOME FUNDS 1352 120361
*SUBTOTALS* 1667 230161
* THESE ASSETS ARE CODED 13(F) ELIGIBLE, HOWEVER, THE MINOR ASSET TYPE IS NOT
INCLUDED IN THE MAPPING
** SUMMARY PAGE FOR: M & T BANK (SERVICE BUREAU) **
CATEGORY
A. COMMON STOCK 3592871 109526326
B. PREFERRED STOCK 24199 706417
C. OTHER 1667 230161
**GRAND TOTALS** 3618737 110462904
EATON VANCE MUNICIPAL INCOME TRUST * X 1 N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNICIPAL
SEC * X 1 N.A. N.A. N.A.
MORGAN STANLEY QUALITY MUNI INVST * X 1 N.A. N.A. N.A.
MORGAN STAN DEAN QUALITY MUN INC TR * X 1 N.A. N.A. N.A.
MORGAN STANLEY INSD MUNI INCOME TR * X 1 N.A. N.A. N.A.
MUNIYIELD QUALITY FUND II * X 1 N.A. N.A. N.A.
NUVEEN DIVIDEND ADVANTAGE MUNI FUND * X 1 N.A. N.A. N.A.
NUVEEN DIVID ADVANTAGE MUN FD 2 * X 1 N.A. N.A. N.A.
NUVEEN DIVID ADVANTAGE MUN FD 2 * X 1 N.A. N.A. N.A.
SUBTOTALS FOR NON-TAXABLE FIXED
INCOME FUNDS N.A. N.A. N.A.
C. OTHER
MUNICIPAL UITS
MFS MUN INCOME TR SH BEN INT X 1 N.A. N.A. N.A.
SUBTOTALS FOR MUNICIPAL UITS N.A. N.A. N.A.
C. OTHER
PARTNERSHIPS
FERRELLGAS PARTNERS LP * X 1 N.A. N.A. N.A.
FERRELLGAS PARTNERS LP * X 1 N.A. N.A. N.A.
PHOSPHATE RESOURCES LTD PARTNERS * X 1 N.A. N.A. N.A.
PHOSPHATE RESOURCES LTD PARTNERS * X 1 N.A. N.A. N.A.
ML MACADAMIA ORCHARDS L P * X 1 N.A. N.A. N.A.
SUBTOTALS FOR PARTNERSHIPS N.A. N.A. N.A.
MINOR ASSET TYPE
70 MUNICIPAL UITS N.A. N.A. N.A.
32 CONVERTIBLE CORPORATE BONDS N.A. N.A. N.A.
88 PARTNERSHIPS N.A. N.A. N.A.
67 NON-TAXABLE FIXED INCOME FUNDS N.A. N.A. N.A.
*SUBTOTALS* N.A. N.A. N.A.
* THESE ASSETS ARE CODED 13(F) ELIGIBLE, HOWEVER, THE MINOR ASSET TYPE IS NOT
INCLUDED IN THE MAPPING
** SUMMARY PAGE FOR: M & T BANK (SERVICE BUREAU) **
CATEGORY
A. COMMON STOCK
B. PREFERRED STOCK
C. OTHER
**GRAND TOTALS**
49 of 49
FORM 13-F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
---------
Form 13-F Information Table Entry Total: 2,994
---------
Form 13-F Information Table Value Total: 3,618,737
---------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
--- -------------------- ----
1 028-39800 Manufacturers & Traders Trust Company
2 028-10910 Zirkin-Cutler Investments, Inc.
3 028-10909 MTB Investment Advisors, Inc.